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Eric:
If you do try out CSI, be sure to tell them you are an
Amibroker user.
You get delisted data for as many years as you get data for
active stocks if you pay the extra fee of $25/month.
Basically, 33/month gives you 10 years of data on active
stocks.
And 58/month gives you 10 years of data for active and
inactives.
The monthly rates drop to 23.75 and 42.50 if one pays by
the year.
If you are considering paying by the month, check with CSI
first because I think monthly subscribers get only 5 years
of stock data.
b
--- eric paradis <thechemistrybetweenus@xxxxxxxxx> wrote:
> Terry, do you get 10 yrs of delisted data as well, or
> just the delisted for the current months? I would like
> to backtest with delisted stocks in the database, so
> Im curious.
>
> Eric
>
>
> --- b <b519b@xxxxxxxxx> wrote:
>
> > Terry:
> >
> > I use CSI data to handle the two issues you raise:
> > precision of price data and inclusion of inactive
> > stocks.
> >
> > Perhaps over the holidays I may get time to put
> > together a
> > detailed report on what a difference delisted stocks
> > makes.
> > But right now I can provide a screen shot from
> > Amibroker. I
> > used AB's ATC function to create a ticket showing
> > just how
> > many delisted stock CSI adds to the testing universe
> > for
> > each year. I will attach the chart to this email.
> >
> > You also asked about the price precision with CSI
> > data. As
> > you have discovered, precision becomes an issue for
> > the
> > early years of stocks which have had multiple
> > splits.
> >
> > Although I never verified it myself, I have been
> > told by a
> > data expert that CSI is the only data provider that
> > has
> > sufficient "precision" in its internal database to
> > provide
> > trustworthy split adjusted figures for prices back
> > 10 or
> > more years. I learned this from a person doing
> > research to
> > design trading systems for a hedge fund with several
> > hundreds of millions under management. I forget the
> > exact
> > details, but apparently CSI's internal database has
> > 4 or 5
> > (I forget which) points of precision after the
> > decimal
> > point, so that it can export precisely accurate
> > prices for
> > use in Amibroker.
> >
> > If you decide to go with CSI, let me know. I can
> > share a
> > few tips that took me a while to catch on to -- like
> > the
> > fact that currently CSI's standard export to AB uses
> > absolute adjustments for dividends which can lead to
> > unrealistic profit and loss calculations for the
> > early
> > years of stocks that have given a lots of subsequent
> > dividends. The solution is to have CSI export using
> > "proportional" price adjustments for dividends.
> >
> > CSI gives 5 years of history with a monthly
> > subscription
> > and 10 years if you pre-pay for a year. If you want
> > delisted stocks, that is an extra $25/month. If you
> > want
> > more than 10 years of history, it is $30 for each
> > additional year. I have about 5 extra years of data
> > (back
> > to 1989) and am considering buying 2 more years to
> > get 1987
> > to see how some systems stand up to that years
> > crash.
> >
> > If you decide to try out CSI data, be sure to tell
> > them you
> > are using Amibroker. Currently CSI's impression is
> > that
> > very few of its customers use AB. I want CSI to
> > realize it
> > is a good business decision to continue to actively
> > support
> > Amibroker.
> >
> > b
> >
> >
> > --- Terry <MagicTH@xxxxxxxxxxx> wrote:
> >
> > > I will. This is why I asked about CSIData paid
> > service.
> > > Does their paid
> > > service have more precision? I'm leaning to CSI
> > Data
> > > because of Actual
> > > Historical prices and Extinct tickers.
> > >
> >
> >
> >
> >
> > __________________________________________
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> >
>
>
>
>
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