Split-Adjusting Your Dividend History
Apple trailing dividend yield, as-paid sum against split-aware sumseries ·
2026-10-09 · 15×3
Dividend records restated by splits, six widely held payersranking ·
2026-10-09 · 6×4
Apple daily closes around the 2020 split, each against the prior sessionseries ·
2026-10-09 · 15×3
Every Apple split on record through 2020, with its cumulative factorseries ·
2026-10-09 · 3×4
Apple dividends as paid, and restated onto today's share countseries ·
2026-10-09 · 6×5
How Much Slippage to Assume in a Backtest
Distance from the prevailing mid by trade size, AAPL, one midday hourranking ·
2026-10-08 · 5×3
A five cent concession as a share of premium, near-the-money SPY contracts by expiryranking ·
2026-10-08 · 5×3
Quoted spread and the half spread floor, six household names, one midday hourranking ·
2026-10-08 · 6×3
A naive open-to-close yardstick, netted against a ladder of slippage assumptionsranking ·
2026-10-08 · 6×4
What Breaks an Options Backtest
How much of a modelled credit survives one volatility point of vegatable ·
2026-10-07 · 6×5
Contracts that traded once, and contracts still trading at expiryseries ·
2026-10-07 · 57×5
In-the-money calls with extrinsic value below the upcoming dividendtable ·
2026-10-07 · 5×5
Traded per-contract records by underlying, August 2021 onwardtable ·
2026-10-07 · 5×7
One SPY put traced through its final weeks, June 2024 expiryseries ·
2026-10-07 · 35×5
Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking ·
2026-10-04 · 6×3
New listings landing on a symbol that already had historyranking ·
2026-10-04 · 11×3
Which share-class spellings actually carry historyranking ·
2026-10-04 · 4×4
Trading sessions per year under FB and METAranking ·
2026-10-04 · 15×3
Volatility Targeting for Position Sizing
SPY realised volatility by month against a 10% targetseries ·
2026-10-04 · 72×4
What the lookback window costs in daily turnover (SPY, 10% target, 2x cap)ranking ·
2026-10-04 · 4×4
One 10% risk budget, six names, six different weightsranking ·
2026-10-04 · 6×4
Weekly realised volatility and the weight it implied, Nov 2019 to Apr 2020series ·
2026-10-04 · 25×4
Survivorship Bias in Stock Data, Explained
Survivors-only average vs whole-cohort average, by starting yeartable ·
2026-10-04 · 7×6
Symbols relisted under a new issuer after a long silenceranking ·
2026-10-04 · 5×4
Symbols that printed a final daily bar, by yearranking ·
2026-10-04 · 10×3
The January 2019 universe, grouped by what happened to each nameranking ·
2026-10-04 · 9×4
Event-Driven vs Vectorized Backtesting
Median shares per executed print, 2024ranking ·
2026-10-04 · 5×2
Distance from the signal close to the next session's open, 2024ranking ·
2026-10-04 · 5×3
How far SPY travels after the minute your signal fired (June 2024)ranking ·
2026-10-04 · 5×3
One rule, two fill conventions: SPY equity curves through 2024series ·
2026-10-04 · 12×4
h5i-db: Point-in-Time Data for Backtests
Stock splits taking effect each quarter, forward and reverseseries ·
2026-10-04 · 16×3
When market headlines publish, by New York clock hourranking ·
2026-10-04 · 24×2
How long 13F holdings filings take to reach the publicseries ·
2026-10-04 · 16×3
Days between a dividend declaration and its ex-date, by monthseries ·
2026-10-04 · 24×3
Open-Source Trading Terminal for Python
Median quoted spread across six large caps, 10:00 to 10:30 ET on June 15 2026ranking ·
2026-10-03 · 6×4
Apple in June 2026: full-day range against the widest single minuteseries ·
2026-10-03 · 21×4
Apple near-the-money implied volatility by days to expiry, June 15 2026ranking ·
2026-10-03 · 5×3
Apple quoted spread by 30 minute ET bucket, June 15 2026 sessionseries ·
2026-10-03 · 13×3
When Historical Market Data Gets Revised
Symbols carried by more than one issuer, by the year of the later listingranking ·
2026-10-02 · 9×3
Stock splits taking effect each month, with reverse splits separatedseries ·
2026-10-02 · 24×4
Where the trading day's volume sits, hour by hour (AAPL, January 2026)ranking ·
2026-10-02 · 16×3
First bar of each session in UTC and Eastern time, across the November 2025 clock change (AAPL)series ·
2026-10-02 · 10×5
Share of AAPL volume and minute bars outside the regular session, by monthseries ·
2026-10-02 · 24×4
January Barometer: Does It Actually Work?
January's return next to the full year, every complete year of SPY historyranking ·
2026-10-02 · 22×4
Barometer hit rate against the unconditional base rate, by January's signtable ·
2026-10-02 · 3×5
The same hit rates with January removed from the outcome windowranking ·
2026-10-02 · 3×4
The same scoring on three index funds over a shared window from 2000ranking ·
2026-10-02 · 3×4
Barometer hit rate by decade, with the share of up years in eachranking ·
2026-10-02 · 3×4
Is the Market a Random Walk? Real Returns
Deepest fall: 400 matched random walks versus SPYranking ·
2026-10-01 · 5×4
Daily moves by sigma distance: counted versus a normal modelranking ·
2026-10-01 · 6×4
Consecutive down days: counted versus a fair cointable ·
2026-10-01 · 7×6
Excess kurtosis by year, against the full window levelranking ·
2026-10-01 · 21×4
Autocorrelation of returns and absolute returns, lags 1 to 10ranking ·
2026-10-01 · 10×3
Do Volume Indicators Predict Anything?
OBV and VPT rebuilt from daily closes and volume, AAPL, Q2 2026series ·
2026-10-01 · 62×4
Forward returns after an OBV divergence vs matched confirmation daystable ·
2026-10-01 · 3×7
Divergence gap in 20-session forward return across four lookbackstable ·
2026-10-01 · 4×5
20-session OBV change vs trailing and forward returns, by tickerranking ·
2026-10-01 · 10×4
Backtesting in Illiquid Markets: Fill Models
Quoted spread and displayed size at the touch, midday sliceranking ·
2026-10-01 · 4×4
Median session volume and a 2 percent participation budgetranking ·
2026-10-01 · 4×4
Markout curve after a high volume minute, liquid name against thin nameranking ·
2026-10-01 · 6×4
Average absolute minute move by volume quintile, liquid name against thin nameranking ·
2026-10-01 · 5×4
How split-adjusted price history works
Split multiples for large US stock splits since 2020ranking ·
2026-09-26 · 10×3
Dollar volume and daily range across a large forward split (NVDA, 2024)series ·
2026-09-26 · 19×4
Dividend adjustment factors on every KO ex-date since 2019series ·
2026-09-26 · 31×4
Is the price file already adjusted? The pre and post close quotientranking ·
2026-09-26 · 10×3
Latency Models in HFT Backtests Explained
Trade prints per second through one full session, ET clockseries ·
2026-09-24 · 78×2
How long a top of book quote survives, by latency budgetranking ·
2026-09-24 · 9×2
Average distance the mid price travels over each latency horizonranking ·
2026-09-24 · 4×2
Share of quotes replaced within 5 ms and 50 ms, by symbolranking ·
2026-09-24 · 5×3
The Open-Source TradingView Optimizer
Buy-and-hold SPY: the same rule, scored year by yearranking ·
2026-09-22 · 9×2
In-sample rank versus out-of-sample Sharpe, same 24 cellsranking ·
2026-09-22 · 24×4
The parameter surface: Sharpe by fast length, one line per slow lengthranking ·
2026-09-22 · 6×4
A 24-cell moving-average grid on SPY, ranked by Sharperanking ·
2026-09-22 · 24×2
What Is Backtesting in Trading?
Distance from one close to the next open, liquid names, 2025 (basis points)ranking ·
2026-09-16 · 5×3
How to Backtest a Trading Strategy in Python
Three runs of backtest.py on the illustrative 60-bar fileranking ·
2026-09-16 · 3×4
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking ·
2026-08-14 · 7×3
One position, one year at a time: SPY annualized Sharpe by calendar yeartable ·
2026-08-14 · 14×5
Measured Sharpe dispersion across non-overlapping SPY windows, 2006 to 2025table ·
2026-08-14 · 5×6
Lag-one autocorrelation: signed returns against absolute returns, 2016 to 2025ranking ·
2026-08-14 · 6×4
Self-Hosted A-Share Quant Workbench, Explained
The twelve biggest forward stock splits on US listings, 1 January to 13 August 2026ranking ·
2026-08-13 · 12×3
What crossing the spread costs: average quoted spread, six US listings, midday 17 June 2026ranking ·
2026-08-13 · 6×2
How far the price travels inside one minute: KO, by New York clock time, 17 June 2026series ·
2026-08-13 · 18×2
Pairs Trading and Cointegration Explained
Weekly z score of the KO/PEP spread, hedge ratio fitted on 2023 onlyseries ·
2026-08-13 · 105×2
Where the KO/PEP spread sat twenty sessions later, by starting z score (2019-2025)ranking ·
2026-08-13 · 6×4
Daily-return correlation vs price-level correlation, five familiar pairs (2024-2025)ranking ·
2026-08-13 · 5×3
Hedge ratio refitted each calendar year, two sector pairsranking ·
2026-08-13 · 7×3
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking ·
2026-08-12 · 5×3
Average quoted spread and time at a one cent spread, midday June 10 2026ranking ·
2026-08-12 · 6×3
Top of book messages against prints on the tape, AAPL, June 10 2026series ·
2026-08-12 · 8×4
The best bid and the price levels it visited, AAPL, 15 minute bucketsseries ·
2026-08-12 · 24×3
The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking ·
2026-08-11 · 19×3
Distinct symbols printing at least one session, by yearranking ·
2026-08-11 · 20×2
The tape by average dollar volume, June 2026ranking ·
2026-08-11 · 5×3
Every January on the daily tape, in trading sessionsranking ·
2026-08-11 · 23×2
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking ·
2026-08-10 · 5×2
KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series ·
2026-08-10 · 42×4
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries ·
2026-08-08 · 15×4
How many of the 390 session minutes each US symbol traded inranking ·
2026-08-08 · 10×2
Trade condition codes that restrict high, low, and lastranking ·
2026-08-08 · 7×3
SPY volume by minute into the close, June 10 2026series ·
2026-08-08 · 25×3
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Apple trailing dividend yield, as-paid sum against split-aware sum
Apple trailing dividend yield, as-paid sum against split-aware sum
| month | as_paid_yield_pct | adjusted_yield_pct |
|---|---|---|
| 2020-09-01 | 2.75 | 0.69 |
| 2020-10-01 | 2.92 | 0.73 |
| 2020-11-01 | 2.2 | 0.68 |
| 2020-12-01 | 1.97 | 0.61 |
| 2021-01-01 | 1.98 | 0.61 |
| 2021-02-01 | 1.69 | 0.68 |
| 2021-03-01 | 1.68 | 0.67 |
| 2021-04-01 | 1.56 | 0.62 |
| 2021-05-01 | 1.16 | 0.67 |
| 2021-06-01 | 1.06 | 0.61 |
| 2021-07-01 | 0.99 | 0.57 |
| 2021-08-01 | 0.56 | 0.56 |
| 2021-09-01 | 0.6 | 0.6 |
| 2021-10-01 | 0.57 | 0.57 |
| 2021-11-01 | 0.52 | 0.52 |
the exact SQL behind every number
WITH
monthly_price AS
(
SELECT
toStartOfMonth(date) AS month_start,
argMax(toFloat64(close), date) AS month_end_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2020-09-01'
AND date < '2021-12-01'
GROUP BY month_start
),
payments AS
(
SELECT
ex_dividend_date AS ex_date,
any(toFloat64(cash_amount)) AS as_paid,
any(toFloat64(split_adjusted_cash_amount)) AS restated
FROM global_markets.stocks_dividends
WHERE ticker = 'AAPL'
AND ex_dividend_date >= '2019-10-01'
AND ex_dividend_date < '2021-12-01'
GROUP BY ex_dividend_date
)
SELECT
toString(p.month_start) AS month,
round(100 * sum(d.as_paid) / any(p.month_end_close), 2) AS as_paid_yield_pct,
round(100 * sum(d.restated) / any(p.month_end_close), 2) AS adjusted_yield_pct
FROM monthly_price AS p
CROSS JOIN payments AS d
WHERE d.ex_date >= addMonths(p.month_start, -11)
AND d.ex_date < addMonths(p.month_start, 1)
GROUP BY p.month_start
HAVING count() = 4
ORDER BY p.month_start
More from this analysisSplit-Adjusting Your Dividend History
Apple daily closes around the 2020 split, each against the prior session
series 15×3
→
Apple dividends as paid, and restated onto today's share count
series 6×5
→
Every Apple split on record through 2020, with its cumulative factor
series 3×4
→
Dividend records restated by splits, six widely held payers
ranking 6×4
→
See all 3,256 queries →