[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Historic series Nasdaq100?



PureBytes Links

Trading Reference Links

> I've downloaded from Yahoo the 20-years Nasdaq shares in order to
> backtest in Amibroker, but I have now a big doubt.
> 
> Are the tickers I have downloaded, ALL the tickers of the 20 years??
> 

No.

The Nasdaq has been subject to high turnover.

> because I think that if sometimes some tickers fall from Nasdaq, and
> other ones go into Nasdaq, the historic backtest using the nasdaq
> tickers of today, is not realistic..
> 
> Or not? 

No, it is not realistic (especially with the Nasdaq).

Survivor bias is not that simple - it works both ways - successful 
stocks disapear due to acquistions etc.

Is there any way to have the real Nasdaq100, with inputs and
> outputs??

Yes.

There is a list of partial resources, for managing delisted stocks, 
at the UKB - please search there for "delisted".

You will also find some past discussion in this forum under "survivor 
bias" or delisted - I also found some good discussion at the Elite 
Traders forum using the same search.

http://www.amibroker.org/userkb/

Lookunder DatabaseManagement >> DatabaseManagementResources >> 
Tracking Stock Changes

brian_z


--- In amibroker@xxxxxxxxxxxxxxx, "gonzagags" <gonzagags@xxx> wrote:
>
> Hello
> I've downloaded from Yahoo the 20-years Nasdaq shares in order to
> backtest in Amibroker, but I have now a big doubt.
> 
> Are the tickers I have downloaded, ALL the tickers of the 20 years??
> 
> because I think that if sometimes some tickers fall from Nasdaq, and
> other ones go into Nasdaq, the historic backtest using the nasdaq
> tickers of today, is not realistic..
> 
> Or not? Is there any way to have the real Nasdaq100, with inputs and
> outputs??
> 
> Thanks very much..
>




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/