|
PureBytes Links
Trading Reference Links
|
Gerard and Yuki:
I would be cautious about building a database for backtesting using
the current list of memembers in the N100 or SP500. Such a database
would be fine for getting picks for actual trades, but it could give
misleading results in back tests due to the look ahead bias.
If you are interested in a fuller list of current AMEX, NASDAQ, and
NYSE stocks try this link.
http://www.csidata.com/csi/exchangelist/index.html
These lists should be very close to what Yahoo has available. My
understanding (which could be wrong at this point) is that Yahoo
gets is historical data from CSI and its intraday data from Reuters.
Now the CSI lists (and Yahoo data), as is the case for virtually all
data providers, will have a "survivorship" bias.
CSI gives subsribers the ability to get data for "inactive" as well
as active stocks and thus remove the survivorship bias. Be warned,
getting the "inactive" data into a usable format for importing into
AB is not an easy task.
CSI also provides actual as well as split prices for the stocks.
b
> Tuesday, September 9, 2003, 2:39:09 PM, you wrote:
>
> g> Yeah g'day Yuki, In my experience the Yahoo anomalies do not go
> g> away, full stop. I do not trade the US market and use Yahoo data
> g> only for AFL generalised testing and because it is free. I
would
> g> never consider using it for real trading. As to your database
> g> problems I have been down the same path. I finally deleted the
> g> full database I obtained from the AB site. I then combined the
> g> Nasdaq100 and S&P500 tickers into one file and imported them as
a
> g> database. I also loaded both indices as separate watchlists so I
> g> could create ATC's and do other testing. I'm not worried about
> g> sectors or Industry grouping at this stage so this set up works
> g> fine for me. I'd buy the data if I was going to trade.
>
> Not sure if I will trade or not. I'd buy the data anyway, but
buying
> it is not so easy. Download quotes, for example, offers the entire
> market pretty reasonably. But I don't want the entire market, and
I
> don't want a database cluttered with the entire market. However,
> they have restrictions on the size of lists you can make, so
> downloading from them is not the most convenient thing in the
world.
>
> <sigh>
>
> Yuki
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for Your HP, Epson, Canon or Lexmark
Printer at Myinks.com. Free s/h on orders $50 or more to the US & Canada. http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/l.m7sD/LIdGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|