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Andrew,
Thanks for responding so quickly. Two things, first, this is all about
looking at survivorship bias, so I do understand that problem well. I
want to see what degree that has been a factor in the NDX. There are
some real oddballs in the NDX which have been added, dropped and added
back more than once. That I think has made life for the index rather
interesting. That should also make life interesting for those who
tried to replicate the performance of the NDX by buying the
underlying. I want to see what sorts of hits (or benefits) they took
as a result.
Secondly, I want to accurately analyze on a purely historic basis
(with no likely helpful context other than backtesting) what certain
'basket' or 'sector' systems might do on the indices as they were.
That means a lot of hand reconstruction, running the systems on each
basket, stitching the results back together.
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
> If you get the list, what are you going to do about data for stocks
that no
> longer exist?
>
> I spent a fair amount of time trying to get old S&P500 lists and then
> started to realize that unless I had a data base that included
stocks that
> had been taken over, gone bust, etc., I would be introducing bias
into the
> sample anyway.
>
> On the other hand, if you have access to such data please let us know.
>
> Andrew
>
>
> -----Original Message-----
> From: deepfoobar [mailto:deepfoobar@x...]
> Sent: Saturday, March 12, 2005 1:01 PM
> To: equismetastock@xxxxxxxxxxxxxxx
> Subject: [EquisMetaStock Group] 1995 NDX 100 Company/List
>
>
>
>
> Folks,
>
> I am hoping someone has a list of the companies that were in the
Nasdaq 100
> as of January 1995 (start of year). I am working on an index study and
> NASDAQ says it wants $100 an hour to put the list together with no
> indication of how long that will take. Doesn't that seem oddly steep
for a
> company that keeps the lists in the first place? I have googled my
brains
> out to no avail. This by the way is a lesson I suppose in holding
onto old
> data. This was probably on my original MS disk from ancient times.
>
> I need the list "clean" as of the start of trading that year. Why?
In the
> wild west days they changed company listings like underwear and I
need to
> add/subtract every component thereafter up to today.
>
> Thanks so much in advance.
>
>
>
>
>
>
>
> Yahoo! Groups Links
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