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Dividend ratio is sample factor files

Hi QC team,

I came across LEAN and started playing around with custom data on file system. First of all, thanks for making it open source!

I was checking factor file for AAPL provided as sample data with LEAN and noticed that the dividend ratios and split ratio dates are pushed up by one trading day. So while preparing my data for LEAN to pick up, do I need to do the same? I understand it's a very basic question  given that it is evident from sample factor files but I am looking for intuition behind it. Would appreciate your response.

Best,

Mayur

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Yes, you have to do the same.
The dividend event in the algorithm should be fired at the end or AFTER this date. This is the date in the file that a factor is applied, so for example, MSFT has a 31 cent dividend on 2015.02.17, but in the factor file the factor is applied to 2015.02.13, which is the first trading day BEFORE the actual effective date. (source)

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Awesome, makes perfect sense. Thanks, Alex

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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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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