Hi

This is not an R-related question so pls excuse. If I am backtesting a
*completely
hedged* options portfolio then do I need to take dividends into
consideration? My understanding is that since dividend affects both the
calls and the underlier in a similar fashion then taking dividends also into
consideration for backtesting will skew the effects on the returns. Please
correct me if I am wrong?

Many thanks
Raghu

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