Recent content by jero3n

Thank you Richard for your prompt reply. I am not (yet) a trader. Playing with mathematics & nonlinear models is one of my hobbies :) so my trading knowledge is very elementary. Indeed detecting *all* splits & dividends is out of the question. However, sometimes there is no need to have...

hi, this is my first post here :) i am doing some research on a very large database of eod stock data (OHCLV), however data are unadjusted for stock splits just wondering if there is a relatively safe and clever way to automatically detect and smooth splits, so to reduce noise in my data. thanks