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I've looked at this issue a lot and also looked at ways around it - suffice to say that I've found no way to deal with the issues of switching portfolios over time.
--- In amibroker@xxxxxxxxxxxxxxx, "loveyourenemynow" <loveyourenemynow@xxx> wrote:
>
> Thanks Mike,Ges and Paul,
>
> What about a collection of files containing the index components at different updates?
> Thomasz provides a clever implementation with watch lists in the member area,the problem is how to get the accurate list components .. for every year or update.
> Do yahoo/google report delisted stocks?
>
> Thanks
>
> Ly
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> >
> > Getting delisted stock is extremely easily, nearly data vendors provide them. But getting changes to indices components with accurate dates is not done by any data vendor as far as I know.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> 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, "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
> > > >
> > >
> >
>
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