STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Split-Adjusting Your Dividend History
Apple trailing dividend yield, as-paid sum against split-aware sumseries · 2026-10-09 · 15×3Preview: a 15-point series, ending lower. Dividend records restated by splits, six widely held payersranking · 2026-10-09 · 6×4Preview: 6 ranked values, smallest first. Apple daily closes around the 2020 split, each against the prior sessionseries · 2026-10-09 · 15×3Preview: a 15-point series, ending higher. Every Apple split on record through 2020, with its cumulative factorseries · 2026-10-09 · 3×4Preview: a 3-point series, ending lower. Apple dividends as paid, and restated onto today's share countseries · 2026-10-09 · 6×5Preview: a 6-point series, ending higher.
How Much Slippage to Assume in a Backtest
Distance from the prevailing mid by trade size, AAPL, one midday hourranking · 2026-10-08 · 5×3Preview: 5 ranked values, smallest first. A five cent concession as a share of premium, near-the-money SPY contracts by expiryranking · 2026-10-08 · 5×3Preview: 5 ranked values, smallest first. Quoted spread and the half spread floor, six household names, one midday hourranking · 2026-10-08 · 6×3Preview: 6 ranked values, largest first. A naive open-to-close yardstick, netted against a ladder of slippage assumptionsranking · 2026-10-08 · 6×4Preview: 6 ranked values, smallest first.
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 · 57×5Preview: a 16-point series, ending higher. 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 · 35×5Preview: a 16-point series, ending higher.
Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first. New listings landing on a symbol that already had historyranking · 2026-10-04 · 11×3Preview: 11 ranked values, smallest first. Which share-class spellings actually carry historyranking · 2026-10-04 · 4×4Preview: 4 ranked values, smallest first. Trading sessions per year under FB and METAranking · 2026-10-04 · 15×3Preview: 15 ranked values, smallest first.
Volatility Targeting for Position Sizing
SPY realised volatility by month against a 10% targetseries · 2026-10-04 · 72×4Preview: a 16-point series, roughly flat. What the lookback window costs in daily turnover (SPY, 10% target, 2x cap)ranking · 2026-10-04 · 4×4Preview: 4 ranked values, largest first. One 10% risk budget, six names, six different weightsranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first. Weekly realised volatility and the weight it implied, Nov 2019 to Apr 2020series · 2026-10-04 · 25×4Preview: a 16-point series, ending lower.
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 · 5×4Preview: 5 ranked values, smallest first. Symbols that printed a final daily bar, by yearranking · 2026-10-04 · 10×3Preview: 10 ranked values, smallest first. The January 2019 universe, grouped by what happened to each nameranking · 2026-10-04 · 9×4Preview: 9 ranked values, smallest first.
Event-Driven vs Vectorized Backtesting
Median shares per executed print, 2024ranking · 2026-10-04 · 5×2Preview: 5 ranked values, largest first. Distance from the signal close to the next session's open, 2024ranking · 2026-10-04 · 5×3Preview: 5 ranked values, largest first. How far SPY travels after the minute your signal fired (June 2024)ranking · 2026-10-04 · 5×3Preview: 5 ranked values, smallest first. One rule, two fill conventions: SPY equity curves through 2024series · 2026-10-04 · 12×4Preview: a 12-point series, ending higher.
h5i-db: Point-in-Time Data for Backtests
Stock splits taking effect each quarter, forward and reverseseries · 2026-10-04 · 16×3Preview: a 16-point series, ending higher. When market headlines publish, by New York clock hourranking · 2026-10-04 · 24×2Preview: 16 ranked values, smallest first. How long 13F holdings filings take to reach the publicseries · 2026-10-04 · 16×3Preview: a 16-point series, ending lower. Days between a dividend declaration and its ex-date, by monthseries · 2026-10-04 · 24×3Preview: a 16-point series, roughly flat.
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 · 6×4Preview: 6 ranked values, smallest first. Apple in June 2026: full-day range against the widest single minuteseries · 2026-10-03 · 21×4Preview: a 16-point series, ending higher. Apple near-the-money implied volatility by days to expiry, June 15 2026ranking · 2026-10-03 · 5×3Preview: 5 ranked values, smallest first. Apple quoted spread by 30 minute ET bucket, June 15 2026 sessionseries · 2026-10-03 · 13×3Preview: a 13-point series, ending lower.
When Historical Market Data Gets Revised
Symbols carried by more than one issuer, by the year of the later listingranking · 2026-10-02 · 9×3Preview: 9 ranked values, smallest first. Stock splits taking effect each month, with reverse splits separatedseries · 2026-10-02 · 24×4Preview: a 16-point series, ending lower. Where the trading day's volume sits, hour by hour (AAPL, January 2026)ranking · 2026-10-02 · 16×3Preview: 16 ranked values, largest first. First bar of each session in UTC and Eastern time, across the November 2025 clock change (AAPL)series · 2026-10-02 · 10×5Preview: a 10-point series, ending lower. Share of AAPL volume and minute bars outside the regular session, by monthseries · 2026-10-02 · 24×4Preview: a 16-point series, ending higher.
January Barometer: Does It Actually Work?
January's return next to the full year, every complete year of SPY historyranking · 2026-10-02 · 22×4Preview: 16 ranked values, smallest first. 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 · 3×4Preview: 3 ranked values, largest first. The same scoring on three index funds over a shared window from 2000ranking · 2026-10-02 · 3×4Preview: 3 ranked values, largest first. Barometer hit rate by decade, with the share of up years in eachranking · 2026-10-02 · 3×4Preview: 3 ranked values, largest first.
Is the Market a Random Walk? Real Returns
Deepest fall: 400 matched random walks versus SPYranking · 2026-10-01 · 5×4Preview: 5 ranked values, smallest first. Daily moves by sigma distance: counted versus a normal modelranking · 2026-10-01 · 6×4Preview: 6 ranked values, largest first. 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 · 21×4Preview: 16 ranked values, smallest first. Autocorrelation of returns and absolute returns, lags 1 to 10ranking · 2026-10-01 · 10×3Preview: 10 ranked values, smallest first.
Do Volume Indicators Predict Anything?
OBV and VPT rebuilt from daily closes and volume, AAPL, Q2 2026series · 2026-10-01 · 62×4Preview: a 16-point series, ending higher. 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 · 10×4Preview: 10 ranked values, largest first.
Backtesting in Illiquid Markets: Fill Models
Quoted spread and displayed size at the touch, midday sliceranking · 2026-10-01 · 4×4Preview: 4 ranked values, largest first. Median session volume and a 2 percent participation budgetranking · 2026-10-01 · 4×4Preview: 4 ranked values, largest first. Markout curve after a high volume minute, liquid name against thin nameranking · 2026-10-01 · 6×4Preview: 6 ranked values, smallest first. Average absolute minute move by volume quintile, liquid name against thin nameranking · 2026-10-01 · 5×4Preview: 5 ranked values, smallest first.
How split-adjusted price history works
Split multiples for large US stock splits since 2020ranking · 2026-09-26 · 10×3Preview: 10 ranked values, smallest first. Dollar volume and daily range across a large forward split (NVDA, 2024)series · 2026-09-26 · 19×4Preview: a 16-point series, roughly flat. Dividend adjustment factors on every KO ex-date since 2019series · 2026-09-26 · 31×4Preview: a 16-point series, ending higher. Is the price file already adjusted? The pre and post close quotientranking · 2026-09-26 · 10×3Preview: 10 ranked values, largest first.
Latency Models in HFT Backtests Explained
Trade prints per second through one full session, ET clockseries · 2026-09-24 · 78×2Preview: a 16-point series, ending lower. How long a top of book quote survives, by latency budgetranking · 2026-09-24 · 9×2Preview: 9 ranked values, smallest first. Average distance the mid price travels over each latency horizonranking · 2026-09-24 · 4×2Preview: 4 ranked values, smallest first. Share of quotes replaced within 5 ms and 50 ms, by symbolranking · 2026-09-24 · 5×3Preview: 5 ranked values, largest first.
The Open-Source TradingView Optimizer
Buy-and-hold SPY: the same rule, scored year by yearranking · 2026-09-22 · 9×2Preview: 9 ranked values, smallest first. In-sample rank versus out-of-sample Sharpe, same 24 cellsranking · 2026-09-22 · 24×4Preview: 16 ranked values, smallest first. The parameter surface: Sharpe by fast length, one line per slow lengthranking · 2026-09-22 · 6×4Preview: 6 ranked values, smallest first. A 24-cell moving-average grid on SPY, ranked by Sharperanking · 2026-09-22 · 24×2Preview: 16 ranked values, largest first.
What Is Backtesting in Trading?
Distance from one close to the next open, liquid names, 2025 (basis points)ranking · 2026-09-16 · 5×3Preview: 5 ranked values, largest first.
How to Backtest a Trading Strategy in Python
Three runs of backtest.py on the illustrative 60-bar fileranking · 2026-09-16 · 3×4Preview: 3 ranked values, smallest first.
Bootstrapping Backtest Confidence Bands
Variance ratio by block length: does SPY variance scale like independent draws?ranking · 2026-08-14 · 7×3Preview: 7 ranked values, largest first. 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 · 6×4Preview: 6 ranked values, largest first.
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 · 12×3Preview: 12 ranked values, largest first. What crossing the spread costs: average quoted spread, six US listings, midday 17 June 2026ranking · 2026-08-13 · 6×2Preview: 6 ranked values, smallest first. How far the price travels inside one minute: KO, by New York clock time, 17 June 2026series · 2026-08-13 · 18×2Preview: a 16-point series, ending higher.
Pairs Trading and Cointegration Explained
Weekly z score of the KO/PEP spread, hedge ratio fitted on 2023 onlyseries · 2026-08-13 · 105×2Preview: a 16-point series, ending higher. Where the KO/PEP spread sat twenty sessions later, by starting z score (2019-2025)ranking · 2026-08-13 · 6×4Preview: 6 ranked values, smallest first. Daily-return correlation vs price-level correlation, five familiar pairs (2024-2025)ranking · 2026-08-13 · 5×3Preview: 5 ranked values, largest first. Hedge ratio refitted each calendar year, two sector pairsranking · 2026-08-13 · 7×3Preview: 7 ranked values, smallest first.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
The January Effect: Does It Still Work?
SPY share volume around the turn of the year, averaged since 2011ranking · 2026-08-11 · 19×3Preview: 16 ranked values, largest first. Distinct symbols printing at least one session, by yearranking · 2026-08-11 · 20×2Preview: 16 ranked values, smallest first. The tape by average dollar volume, June 2026ranking · 2026-08-11 · 5×3Preview: 5 ranked values, largest first. Every January on the daily tape, in trading sessionsranking · 2026-08-11 · 23×2Preview: 16 ranked values, smallest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries · 2026-08-08 · 15×4Preview: a 15-point series, ending lower. How many of the 390 session minutes each US symbol traded inranking · 2026-08-08 · 10×2Preview: 10 ranked values, largest first. Trade condition codes that restrict high, low, and lastranking · 2026-08-08 · 7×3Preview: 7 ranked values, smallest first. SPY volume by minute into the close, June 10 2026series · 2026-08-08 · 25×3Preview: a 16-point series, ending higher.
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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

most recentas of series 15×3read in context →
Apple trailing dividend yield, as-paid sum against split-aware sum — 15 rows by 3 columns, computed from US exchange, SIP and OPRA data.
monthas_paid_yield_pctadjusted_yield_pct
2020-09-012.750.69
2020-10-012.920.73
2020-11-012.20.68
2020-12-011.970.61
2021-01-011.980.61
2021-02-011.690.68
2021-03-011.680.67
2021-04-011.560.62
2021-05-011.160.67
2021-06-011.060.61
2021-07-010.990.57
2021-08-010.560.56
2021-09-010.60.6
2021-10-010.570.57
2021-11-010.520.52
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
$