|
I remember uploading historical
data for the DJIA about a year back in the files section. Either in this or the
other group which you mentioned. Cannot vouch for the accuracy of the data, but
I remember having got it from a reliable source.
Dusant
----- Original Message -----
Sent: Thursday, March 31, 2005 6:52
PM
Subject: [Metastockusers] Historical
Sector Data?
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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