RE: [amibroker] Russell 1000 List.

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

Hi Duke,

 

Is your Russell membership list accurate in terms of today's codes?  The
Russell membership lists are generated once a year and over the course of
the year change due to delistings and code changes.  No securities are added
throughout the year according to the Russell methodology.

 

For example, on the Russell 1000, only 973 are currently active and trading.
9 out of those 973 have had a code change since June 30 2006.

 

So, there's a 3.6% error in the membership list already after 6 months.

 

Current index constituents are a moving target (but some keen data vendors
keep these things up-to-date).

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net 

From: Duke Jones, CMT [mailto:Duke@xxxxxxxxxxxxx] 
Sent: Thursday, 4 January 2007 9:39 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Russell 1000 List.

 

Here are the major Russell Indices.

Regards

Duke Jones, CMT

EF wrote:




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