Market Data Quality – Beware the Splits and Dividends

Recently we made an ex-post analysis of our ETF screening efficiency and detected the price data inconsistency for 4 of 21 ETFs in question. Having a closer look at these ETFs, we explain the causes of inconsistency and emphasize that your trading strategy is only as good as your data (quality controls) are! Continue reading "Market Data Quality – Beware the Splits and Dividends"