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An interesting exercise - but a ton of work! Let us know how it pans out.
Have you been able to get data for the stocks that are no longer with us?
I'm not aware of any commercial vendor providing that. Reuters seems to
destroy data - they didn't even keep a Deutschemark series so you can't get
any good historical reconstruction of the Euro.
-----Original Message-----
From: deepfoobar [mailto:deepfoobar@xxxxxxxxx]
Sent: Saturday, March 12, 2005 7:28 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock Group] 1995 NDX 100 Company/List
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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