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



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The 
same way you were going to it with the annual list - just more often.  
8-)
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  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Herman 
  vandenBergen [mailto:psytek@xxxxxxxx] Sent: Sunday, December 21, 
  2003 9:04 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: 
  [amibroker] Re: Historical N100 Components- Dynamic 
  Indices?
  <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.
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  <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?
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  <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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