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The
answer to your "so what" is that I can't PROPERLY backtest NDX stocks without
knowing approximately when they came into and/or went out of the
NDX. You can backtest your way, I prefer to do things
differently. I'm not worried about the ability to detect trend
changes in the index. That's easy. The index takes care of
itself. But I want to have a rolling basket of NDX stocks going back
at least 10, and preferably, 15 or 20 years.
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For
S&P 500 stocks, my database knows (within a week) when any stock became a
consitituent or ceased to be a constituent back to 1950. I now want
to do the same for NDX stocks. I guess you could say that I'm a
"data holic".
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size=2>
Thanks
for the URL. I see it goes back to 1995. That will get me
going.
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<FONT face=Arial color=#0000ff
size=2>Cheers
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>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxxxxxxx]Sent: Thursday, July 10, 2003 6:15
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
DT - List of NDX constituents?Chuck,See the
detailed list<A
href="">http://www.nasdaq.com/indexshares/historical_data.stm#2001FYI,
I have posted a [slightly provocative in title] message "So what"the next
day of the last extended N100 change.The main MeanIndicators have the same
behavior, before AND after.This fact increased my basic principle for the
directionality of this market. And, btw, directinality means profits
through composite tickers...Dimitris--- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x>
wrote:> DT,> > It seems that you are the man when it
comes to NDX trading, so I thought I> would see if you can help
me.> > I know where to get a current list of NDX
constituents. But, do you have,> or do you know where I
can get, historical constituent lists? For> instance, all
of the NDX companies on 1/1/2002, 1/1/2001, etc.?
Any> assistance would be appreciated.> >
TIASend
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