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I posted this on EquisMetaStock Group but not on this forum. Someone out
there must do sector analysis based on more than 5 years of data, surely?
But where's the data from?
"Does anyone have some recommendations for good historical sector data for
the US markets? I use Reuters for my stock and index data, but they only go
back to 2000 for Dow Jones indices and 98 for S&P. I know a number of you do
a lot of sector based work - where do you get your historical info from?
Given that a sector strategy is going to be medium to longer term, if the
average business cycle is 4 years, seems to me you're going to need at least
20 years (5 cycles) of data before you can get any statistical
significance."
Best
Andrew
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