A split cancellation not detected?

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A split cancellation not detected?

posted

I found my algo goes sth wrong in backtesting recent days. By shorting the stock RKDA it would make me into debt horribly.

The research shows:

open_price high low close_price volume price
2018-01-22 00:00:00+00:00 0.28 0.318 0.260 0.300 1577373.0 0.300
2018-01-23 00:00:00+00:00 0.31 0.310 0.243 0.256 1217674.0 0.256
2018-01-24 00:00:00+00:00 5.28 7.020 4.650 5.356 329146.0 5.356
2018-01-25 00:00:00+00:00 5.34 5.930 4.860 5.410 123725.0 5.410

I noticed there was a 1/20 split on Jan 24 according to Yahoo Finance History:

Jan 25, 2018 5.34 5.93 4.86 5.41 5.41 142,400
Jan 24, 2018 5.28 7.02 4.65 5.38 5.38 368,600
Jan 23, 2018 1/20 Stock Split
Jan 23, 2018 6.20 6.20 4.86 5.12 5.12 69,600
Jan 22, 2018 5.60 6.36 5.20 6.00 6.00 90,600

But not shown on Nasdaq http://www.nasdaq.com/symbol/rkda/dividend-history

And the prices stay around $5 as usual for 2018 Jan, not around $0.2 as Q's after-adjusted records.

I wonder if there is a split canceled Q did not fix it. Deeply I doubt the result of backtests I have done for whether the profit came from dividend not accurately calculated.

1 response

I noticed the problematic data fixed.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.