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"...I'm not worried about the ability to detect trend changes in the
index.That's easy..."
Well, Chuck, if it is easy for you [and I donīt have any reason to
doubt] give us please two or three methods to detect the N100 trend
changes and the list will be grateful to you for years !!!
Anyway, I hope the ref will help
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> 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.
>
> 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".
>
> Thanks for the URL. I see it goes back to 1995. That will get me
going.
>
> Cheers
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Thursday, July 10, 2003 6:15 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: DT - List of NDX constituents?
>
>
> Chuck,
>
> See the detailed list
> http://www.nasdaq.com/indexshares/historical_data.stm#2001
> FYI, 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.
> >
> > TIA
>
>
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