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Graham, how could you forget about my site... :)
The internal format of the GICS/ASX *.dat files is actually text/csv.
Unfortunately I can't change the file extensions because these files
are needed with the *.dat ext by a few apps.
jose '-)
http://www.metastocktools.com
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> Thanks Jose, I had forgotten about your site.
> I note you have the index lists in .dat (?) format within the zip
> file. Is it possible for you to have that in csv/txt file.
>
>
> On Fri, 18 Feb 2005 05:30:23 -0000, Jose <josesilva22@xxxx> wrote:
>
>
> Yes, that's the theory...
>
> In practice, the ASX300 Group has been 10 stocks short for months,
> and the All Ords (ASX500) is perennially missing 30 stocks.
>
> GICS from S&P is a similar story.
>
> The moral of the story is, don't count on expediency & accuracy from
> Standard & Poor's.
>
>
> jose '-)
> http://www.metastocktools.com
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > > The indices themselves are revosed regularly through the year
> > >
> > > http://www2.standardandpoors.com/spf/pdf/index/
> > Methodology_Finalised_9July03.pdf
> > > A guiding principle of Standard &Poor's index management is the
> > > minimisationof turnover among indexconstituents. An index
addition
> > > generally will be made only if an index vacancyis created by an
> > index
> > > deletion.
> > > The Index Committee determinesS&P/ASX index additions based
> > onhistoric
> > > analysis of a stock's market capitalisation, free float, and
> > > liquidity.
> > > Quarterly Rebalance
> > > Constituents are rebalanced quarterly to ensure adequate market
> > capitalisation
> > > and liquidity. Both market capitalisation and liquidity are
assessed
> > > using the previous six months' worth of data. Quarterly
rebalance
> > > changes
> > > take effect on the third Friday of December, March, June, and
> > September.
> > > The S&P/ASX 300, unlike the other indices, is rebalanced every
six
> > > months, with changes taking effect on the third Friday of March
and
> > > September.
> > > Intra Quarter
> > > The most common reason for deleting a stock from an S&P index
intra
> > > quarter is acquisition by another company.
> > > Additionally, stocks may be deleted for the following reasons:
> > > Voluntary Administration
> > > A company is removed from the index immediately after filing for
> > voluntary
> > > administration.
> > > Restructuring
> > > Each company's restructuring plan is analysed in depth. The
> > > restructured company and any spin-offs are reviewed for index
> > > inclusion or exclusion.
> > >
> > >
> > > On Thu, 17 Feb 2005 17:42:43 -0800 (PST), Steve Davo
> > > <stevedavo42@xxxx> wrote:
> > > >
> > > > Graham,
> > > > just checked S&P website and the dates
> > > > on the indicies lists are 17th Feb, not sure how often
> > > > they are updated.
> > > > Thanks for your excellent work here and
> > > > on Reefcap.
> > > >
> > > > Cheers,
> > > > Steve
> > > > --------------------------------------------------------------
----
> > > > --- Graham <kavemanperth@xxxx> wrote:
> > > >
> > > > > How recent are the lists?
> > > >
> > > > __________________________________
> > > > Do you Yahoo!?
> > > > Yahoo! Mail - You care about security. So do we.
> > > > http://promotions.yahoo.com/new_mail
> > > >
> > > >
> > > > Check AmiBroker web page at:
> > > > http://www.amibroker.com/
> > > >
> > > > Check group FAQ at: http://groups.yahoo.com/group/amibroker/
files/
> > groupfaq.html
> > > > Yahoo! Groups Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > Cheers
> > > Graham
> > > http://e-wire.net.au/~eb_kavan/
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/
groupfaq.html
> > Yahoo! Groups Links
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
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