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I wish it was that simple. If you go to the Nasdaq site you will find
a document which outlines all of the changes since the inception of
the index in 1994/5.
Here are the # of deletions per year:
95 (as in 1995) 22
96 22
97 8
98 26
99 30
00 17
01 19
02 21
03 09
04 10
05 14
06 10
07 13
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> > 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@> 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..
> >
>
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