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Hi,
Where is the data on the comsec site. I found the end of data data OK
but couldn't find ticker data.
Geoff
--- In amibroker@xxxxxxxxxxxxxxx, "gerryjoz" <gerryj@xxxx> wrote:
> background:
> i recently tediously downloaded ASX history from yahoo like one or
> two others, got rid of .AX prefix and imported it. Of course it
isn't
> as clean as one would hope. For example:
> SFY has junk at a couple of data points in Apr/May 2002. So, i went
> looking for some better data and found that Commsec provide one
> ticker at a time data for their registered members (up to ten years
> with splits handled). For SFY the dates in question have been
> removed, and in general the data appears on a quick glance to be
> unpadded (it certainly is for YSF -- not a typo)
>
> my question:
>
> So, my question for those who have experience with both padded and
> unpadded data is what are the pros and cons when you have functions
> such as oscillators or momentum etc,? (or just "stay away from low
> liquidity stocks anyway!")
>
> BTW: having downloaded the data i compared it to dirty data i had
> culled from other sources back to 1992 which had about 400 stocks
> including mostly those that had subsequently gone nowhere, dive
> bombed or disappeared. Which sort of suggests that those of us who
> are gathering historical data need to beware of survivor bias in
any
> backtesting. The yahoo data is missing a lot of stocks that
> disappeared during the period. The buy and hold for those 400 was
> -1.5%, while the overall asx was up by about 10%pa.
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