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Hey there !
Very hande link you gave here, thanks !
Louw
----- Original Message -----
From: "b519b" <b519b@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 09, 2003 2:33 PM
Subject: [amibroker] Re: Yahoo update anomalies and CSI lists
> 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
>
>
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