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hello i am new to this group can you tell me where you
get your information
--- deepfoobar <deepfoobar@xxxxxxxxx> wrote:
>
> 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
>
>
>
>
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