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why normalized close price is not equal to close/last_adj_price -1?

Open tangning017 opened this issue 6 years ago • 4 comments

The last second column of the preprocessed price is not equal to close_t / adj_price_{t-1} - 1?

tangning017 avatar Dec 01 '18 09:12 tangning017

Same question here. Normalized open/high/low prices can be obtained by the formula $p_t = \tilde{p}_t/\tilde{p}_{t-1}^c - 1$, but close price can not.

Chih-Ling-Hsu avatar Apr 17 '19 09:04 Chih-Ling-Hsu

Here is the same question!

dalision avatar May 17 '22 01:05 dalision

Same question!

Waterkin avatar Jun 20 '22 15:06 Waterkin

Movement percent = close_t / adj_price_{t-1} - 1 Normalized close price = close_t - adj_price_{t-1}

xlu1 avatar Jan 03 '24 11:01 xlu1