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[amibroker] Re: N100 membership Puzzle (was Walk Forward Optimization)



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Chuck,

Thanks. I should have known a data hound like you would already have 
the solution.

If you have one of those Internet URLs handy for lists of past N100 
members, I am sure others besides myself would be interested. 

Due to another project underway, doing research on the N100 stocks 
would be a items for sometime in the future. It is good to know 
there is a way to do it when the time comes.

b

--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
<chuck_rademacher@x> wrote:
> HI b,
> 
> Yes, there is a fairly easy solution 
> to the problem you raise.   I have a
> database that contains the N100 list 
> at any point in time.   Sucn a database
> can be obtained from various sources 
> over the Internet.   By "joining" this
> list with daily price info, it is possible 
> to have (as extra data) whether
> or not a particular stock was a N100 
> constituent on a particular day.   Of
> course, you end up with about 600 stocks 
> that have come and gone into/out of
> the N100 over (say) the last 15 years.   
> Also, many of those stocks no
> longer exist in the usual data sources.




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