So as I understand it the backend algorithm for Quantopian handles stock splits by retroactively modifying the stock price.
How does it handle reverse stock splits? It seems as if it isn't reducing the volume for reverse splits but only increasing the price.
Hi Matthew,
Thanks for raising the issue.
The reverse split should be applied to both price and volume. Do you have an example where it is only being applied to the price? If so, could you run a buy and hold simulation and post the backtest here?
thanks,
fawce
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