Hi,
I was playing with the idea of how to mitigate the drawdown on CEFL, but wanted to account for the very sizable dividend yield. I've looked at various techniques on here with eventvestor, but I haven't been able to figure out how to pull the ex-dividend date from the dataset.
Secondarily, the cash account seems not to account for the dividend which occasionally exceeds 20% paid monthly, I assume that quantopian is treating it as a special dividend because it is so how?
Any advice?
Thanks!
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