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

[amibroker] Re: survival bias and lisitng



PureBytes Links

Trading Reference Links

Though, that approach would mean that you could only backtest up to the date at which your delisted stocks ended. Unless you were able and willing to continually update your free vendor to move the newly delisted stocks into the the delisted area.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, ges x <ges8ges@xxx> wrote:
>
> I use the premiumdata for stock history for purposes of backtesting.  I
> think it is worth investing in.
> 
> You can just buy the historical data, and use some other free source for
> recent data.
> 
> On Sun, Jul 5, 2009 at 1:16 PM, Mike <sfclimbers@xxx> wrote:
> 
> >
> >
> > Assuming that you want US markets, have a look at Norgate Premium Data:
> >
> > http://www.premiumdata.net/products/premiumdata/ushistorical.php
> >
> > Mike
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
> > "loveyourenemynow" <loveyourenemynow@> wrote:
> > >
> > > Hello,
> > >
> > > since survival bias and listing/delisting effects are very important on
> > long term backtesting I would like to know if there is any reliable source
> > of free data of the major world index components, with accurate
> > listing/delisting dates.
> > > Or alternatively what is good paid service.
> > >
> > > Thanks
> > >
> > > Ly
> > >
> >
> >  
> >
>




------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

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

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/