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RE: [amibroker] Re: Historical N100 Components- Dynamic Indices?



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<FONT face=Arial color=#0000ff 
size=2>Interesting... using this table we should be able to create a 
dynamic N100 ticker list to improve accuracy of backtesting, especially as this 
relates to PortFolio trading. This would remove the bias introduced by today's 
list that reflects the most successful companies, the 
survivers.
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>There we go: another first for AmiBroker: dynamic ticker lists for the 
indices :-) any ideas on how to go about this, 
anyone?
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>herman

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: bruce1r 
  [mailto:bruce1r@xxxxxxxxx]Sent: December 22, 2003 9:28 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Historical N100 ComponentsAll - you would have to 
  really want to do this, but the NDX100 can be reconstituted from the 
  deltas at -<A 
  href="">http://www.nasdaq.com/indexshares/historical_data.stm--- 
  In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" 
  <chuck_rademacher@x> wrote:> MessageYes, daily lists would be 
  better, depending on what you are doing.> Unless you have the 
  capability to place a "bit" in the OI field for each> stock for 
  each day, however, you are probably better off with a different> 
  watchlist for every year or (possibly) six months.   I only have 
  annual> lists for the NASDAQ 100.>   -----Original 
  Message----->   From: dingo 
  [mailto:dingo@xxxx]>   Sent: Sunday, December 21, 2003 7:11 
  PM>   To: amibroker@xxxxxxxxxxxxxxx>   
  Subject: RE: [amibroker] Historical N100 Components> > 
  >   Since the N100 changes frequently do you think that the 
  once per year> listings are enough?> >   
  d>     -----Original 
  Message----->     From: Chuck Rademacher 
  [mailto:chuck_rademacher@xxxx]>     Sent: Sunday, 
  December 21, 2003 5:58 PM>     To: 
  amibroker@xxxxxxxxxxxxxxx>     Subject: RE: 
  [amibroker] Historical N100 Components> > 
  >     Herman,> 
  >     I have sent you (directly) the NASDAQ 100 
  constituent lists as at> January 1 for each year between 1999 and 
  2003.> >     
  Cheers>       -----Original 
  Message----->       From: Herman 
  vandenBergen [mailto:psytek@xxxx]>       
  Sent: Sunday, December 21, 2003 5:11 
  PM>       To: 
  AmiBroker>       Subject: [amibroker] 
  Historical N100 Components> > 
  >       Hello,> 
  >       would somebody now how to find 
  out which stocks were included in each> of the years since 1998 in 
  the N100?> >       If you have a 
  list of N100 stocks for any of those year could you post> 
  it?> >       many 
  thanks,>       herman> > 
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