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[amibroker] Re: Composite S&P 500 index variant... possible?



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As a work around for streaming & calculating 500 symbols, you should
note that the SP500 is a capitalization weighted index.  In practical
terms only about 50 symbols account for most of the weight of the
index. So to achieve a good approximation of the index value, you
would only need to form a composite of these few symbols.

 


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> If you use it in SCAN (i.e. Automatic Analysis) it would work,
> it would not be exact "real time" because scan usually requires
> few seconds (assuming that the data source you are using is
> able to STREAM 500 symbols).
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "sidhartha70" <sidhartha70@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, September 07, 2008 12:05 PM
> Subject: [amibroker] Composite S&P 500 index variant... possible?
> 
> 
> > Hi All,
> > 
> > I've got very limited experience of using the AddToComposite function.
> > However, I have some slightly ambitious ideas that would lend
> > themsevles to it's use. I'm not sure how feasible they are however...
> > 
> > If I wanted to create my own variant on the S&P 500 index, from 500
> > stock prices... would this be feasibly possible using the
> > AddToComposite...?? I assume speed would be the main issue...?? i.e.
> > would it be a feasible to plot such a composite index real time on a
> > chart without grinding AmiBroker to a halt...?
> > 
> > TIA
> > 
> > 
> > ------------------------------------
> > 
> > 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
> > 
> > 
> >
>



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