Hi,
I am trying to create a strategy based on dividend growth, as seen in some books. Is there a way to detect when a dividend is paid to shareholders? Tracking portfolio.cash deltas would be quite hard in multi asset, multi transaction algos. I have tried a few fundamentals, with no luck.
Thank you
There isn't a built-in mechanism to track dividends per security in the algo - though this is a great feature request. It's one that's come up recently in a couple other posts, I've added it to our request list!
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I want to capture dividends as paid by specific securities so I can add their values to the raw prices for the securities, creating a total return history that will allow me to rank stocks in Pipeline by total return over x period. Do you currently have "algorithm level access" to paid dividends?
I see from your documentation on Dividends that "Dividends are not relayed to algorithms as events that can be accessed by the API; we will add that feature in the future." Has this been addressed yet? Or is there an elegant work around? This is a key feature required by most total return momentum trading strategies....
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.
