RE: [amibroker] Re: AD Line problem?

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

Hi Tomasz,

 

We’ll be working towards historical component lists – we really need a “symbol”, “start date”, “end date” – probably a lot of tedious research but at least we have the last several years covered in our databases.  Some companies have changed their code and/or exchange several times in their lifetime so that’s also a very tricky factor too.  We’ll probably write some sort of plugin to handle historical index constituents due to the code change issues. 

 

For example, the stock code ‘IC’ has been used by:

Inspiration Consolidate Copper Company (delisted 1978)

Intercole Inc (delisted 1985)

Illinois Central Transportation Company (delisted 1989)

Illinois Central Corporation (delisted 1998)

Icici Ltd ADRs (delisted 2000)

Icici Ltd (delisted 2002)

 

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: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Tomasz Janeczko
Sent: Tuesday, 10 July 2007 4:13 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: AD Line problem?

 

Richard,

 

That's great to hear. Would it include historical component listing for major market indices (like Nasdaq 100, SP&500) ?

As we all know components of indexes change and to remove survivorship bias from backtest results it is necessary

to have index component lists as they were in the past (for every year).

Best regards,
Tomasz Janeczko
amibroker.com

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