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A question about split adjustments

If I understand what goes on behind the scenes, the prices used for a security are not the historical prices but have been adjusted for certain corporate actions such as splits. So let's say a stock on day x was trading at $100/share and split 2 for 1 so that on day x+1 it started trading at $50. The price on day x is adjusted to $50. That all makes sense. Here's my question (finally): Is the volume adjusted?

I was thinking about testing a system that involves looking at both price and volume. I'm familiar with price adjustments but not sure if volume is being adjusted as well. Thanks.

1 response

Yes, the volume is also adjusted.


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