[amibroker] Historical Russel 2000 lists (attached)

[Chuck Rademacher <chuck_rademacher@xxxxxxxxxx>]

I have FINALLY finished fixing up the Russell 2000 constituent lists for 2001, 2002 and 2003.  There is also a combined list of all of the stocks (2,773) in those three lists combined.

I say "finally" and that isn't quite true.  I would appreciate it if somebody can provide me with the current or last tickers for the following:

EX
GK
MEGA
MPH
NOR
PME
POI
SUNT
U
USI
WCNX

The above are the only ones that I haven't been able to find after 150 hours of research.

Here are some interesting stats for you:

Year      # de-listed       # ticker changes

2001         210                  180

2002          94                   77

2003          25                   15


As with the N100 and S&P500 lists that I posted, de-listed stocks are prefixed with a '~'.  You can edit them to be whatever you want or simply delete them.  They appear at the end of each list.

The 2001 list was published in July 2001.  The 2002 list in July 2002, etc.

I will post these and the N100 and S&P500 lists at least every 90 days to reflect recent changes.

I have already shown you how to use these lists.  

I feel that most system designers use a current list as a watchlist and backtest against the stocks in that list, letting their systems have the benefit of hindsight in stock selection.

Instead, I urge you to use these lists going forward, not backward.

You would use the July, 2001 list as a watchlist between July 2001 and June 2002.

I really don't care to post this at the Yahoo site as there are already some there and files there tend to get outdated.  I realise that a lot of people will receive these attachments who don't really want them.  I apologise to you, but the attachments are actually very small.

If you don't receive the attachments and want them, I don't mind requests to email them to you direct.  

If you want data for the de-listed stocks, I will send you a zip file if you send me a request.  I may not be able to get the data to you until I get back to New Zealand in about ten days time.

Cheers

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