Historical unadjusted stock prices?
Hi guys,
I'm using historical options data for my backtest alongside historical stock quotes from Yahoo.
I noticed that I need to account for splits, since the options data contains the premiums and strikes for the prices as they were on the date.
If I could find the unadjusted price (the original price as it was on a given date), then I can calculate the adjustment ratio between that and the prices I see on Yahoo, and then adjust the premiums and strikes accordingly to get accurate data.
Is there a recommended source to get unadjusted stock prices?
Thanks.