Pair Trading > Tips & Tricks

Earnings and Ex-dividend

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tcima:
Hi,

I'm wondering if there are general actions for the events of earnings and ex-dividend in the pairtradinglab circle.
Avoid them, or don't care?

Actually, since the performances of the Pair Database include the movements of earning dates, we could ignore the earning events.
However, those performances do not include the gains/losses of dividends.

admin:
Hello,

for backtesting, relevant info is in FAQ:

https://www.pairtradinglab.com/faq#ptl-website-data-adjustments
https://www.pairtradinglab.com/faq#ptl-website-spy-voo

Ad live trading - just ignore them, no need to care. Any other solution would take too much effort.

tcima:

--- Quote from: admin on December 02, 2021, 12:35:41 pm ---Ad live trading - just ignore them, no need to care. Any other solution would take too much effort.

--- End quote ---

Thank you very much for your comment!
That makes much sense to me.
I feel as if the fog covering my mind had cleared completely.

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