Pair Trading Lab Helpdesk & Forum

Pair Trading => Tips & Tricks => Topic started by: tcima on December 01, 2021, 11:25:18 pm

Title: Earnings and Ex-dividend
Post by: tcima on December 01, 2021, 11:25:18 pm
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.
Title: Re: Earnings and Ex-dividend
Post by: admin on December 02, 2021, 12:35:41 pm
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.

Title: Re: Earnings and Ex-dividend
Post by: tcima on December 02, 2021, 06:41:49 pm
Ad live trading - just ignore them, no need to care. Any other solution would take too much effort.

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.