|
PureBytes Links
Trading Reference Links
|
I'll probably end up going to CSI for the missing companies. I may
have some of them since not all of them died immediately after their
removal. Like JDSU, there are many 'night of the living dead' stocks
out there.
Anyway, if someone has the list of companies and ticker for 1995 and
can share them let me know. That'll help.
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
>
>
> 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@x...]
> 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
>
>
>
>
>
>
>
> Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/BefplB/TM
--------------------------------------------------------------------~->
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/equismetastock/
<*> To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|