I'm traditionally a BogleHead-type investor, with a basket of index funds (stocks/bonds) and a target allocation, then re-balance occasionally when the allocation gets out of whack. I'm interested in investigating some other strategies, for at least some percentage of the allocation. And, even some strategies that would hold long enough where dividends would still come into play.
But on Quantopian, there doesn't seem to be a way to actually benchmark new algos to my current strategy. Over time, reinvested dividends are a nice bump to performance. I can't seem to find a way to accomplish this. Dividends are just converted to cash, and the equity price is decremented. If the API sent out some kind of signal of a dividend event, then I could possibly kludge something together to reinvest, but that doesn't seem to be present in the API.
1. The documentation indicates that dividends are not relayed to algorithms as events that can be accessed by the API, but Quantopian will add that feature in the future. Any clue as to when this will happen?
2. Any way to accomplish dividend reinvesting on Quantopian?
Who else would find this feature useful?