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Joe:
You are correct - AAII's program does not provide historical data
except for some limited data from previous quarters, and previous
years (eg previous EPS reports etc).
As for saving CDs to reconstruct past data, that is no longer
necessary since AAII's website lets you download monthly updates for
the past 3 years or so. And one can down load weekly updates for the
past year.
But it would be huge task to reinstal each of those and export the
fundamental data one month or one week at a time and then import the
stuff into AB.
Also keeping stock tickers straight would be a nightmare. Tickers
for delisted stocks sometimes get reused for new stocks. And some
stocks change their tickers (eg. Citigroup took over "C" when
Chrysler merged).
Anyone who wants to back test using fundamental data should consider
Portfolio123 web based tester ($20/month for 2 years of data,
$50/month for 5 years, or $100/month for unlimited. Unlimited is
currently about 62 months so I am trying out the $50/month version.
Looks good so far but I am just getting started.
b
--- In amibroker@xxxxxxxxxxxxxxx, "Joe Landry" <jelandry@xxx> wrote:
>
> Since the AAII data is not historical, how are you using it other
than current (point in time) SCANS?
> As a one time subscriber I remember that AAII would not sell the
historical files. In fact I saw one guy
> on the AAII forum trying to buy back copies of the CDs to
assemble historical files. Without enough
> historical data how can you backtest your strategies? I was told
at one time by Marc Gerstein from Reuters that AAII
> got their data from Reuters. ?
>
> Best regards
> JOEE
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