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Cum dividend versus Ex dividend

Hi, I want to test for dividend date price drop with a strategy selling cum dividend and buying ex dividend or buying cum dividend and selling ex dividend how may I achieve this?

2 responses

You could put the dividend information in a CSV file and import it with Fetcher.

The Estimize dataset (search the forums) may already have that baked in. But it's only from 2012 and on.

You can try fetching the CSV from Yahoo. and manually compare the price? but that's gonna be a lot of work.
here is a link, I hope it helps