I'm testing the "dividend-month effect" in Research by using the EventVestor dataset:
from quantopian.interactive.data.eventvestor import dividends_free
A quick and dirty test is interesting enough, so now I'd like to run an algo from Research which uses Pipeline to select stocks (primarily) based on the div_ex_date
and trade_date
fields of dividends_free
.
Is there a way of doing this?
Alternatively, will the paid-for datasets be available in the backtester?