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<FONT face=Arial color=#0000ff
size=2>Thank you Chuck, for all the work. Actually I find it a bit scary
to see how much ticker lists change...the impact of change is far greater than I
had anticipated.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Now if we only could work out a simple and automated way of
coping with changing ticker lists. Ideally this would be part of
the AmiBroker data base management :-) did I hear TJ fall of his
chair???
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Sorry TJ, i hope you didn't hurt yourself
;-)
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: January 18, 2004 1:02
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] More
on index constituent listsI can't help but wonder if
people who use things like the Russell 2000 and NASDAQ 100 constituent lists
as watchlists realise what happens to such lists almost weekly.If you
are using lists like this, I would suggest that you lose one stock about every
two weeks due to either the ticker changing or the stock being
de-listed.Perhaps you maintain your own lists. If so,
great!The problem is that many of the stocks that disappear are the
stocks that have done poorly (price wise). You can backtest a system
today and get a CAR of 80%. You can backtest the same system
tomorrow and get a CAR of 90% due to one stock simply disappearing from your
watchlist.Just something to think about.I'm happy to keep the
watchlists up-to-date with current tickers. If you care about keeping
de-listed stocks, it's up to you to figure out a way to do
so.AdiosSend BUG REPORTS to
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