Would anyone be interested in collaborating on the development and maintenance of a FULLY ADJUSTED / TOTAL RETURN quotes database for ETFs?
With 10 or so collaborators, the application of distributions shouldn't be at all burdensome. We could begin by maintaining distributions only for the highest yielding ETFs and/or only those meeting other threshold criteria (such as minimum average trading volume or turnover, etc.). There is only one commercial source of fully adjusted quote data and they only maintain closing prices (no open, high, low or volume!). Plus, to get ETF quotes from this vendor, you must subscribe to a huge database of mutual funds. For those who are unaware, the interpretation of TOTAL RETURN charts can lead to very different technical conclusions than interpretations based on unadjusted quotes. Please contact me privately if interested.
