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Thanks Dusant, I have the DJIA back 100 years, its stock SECTOR info I need
- for sector rotation, etc.
-----Original Message-----
From: Dusant [mailto:cooldush@xxxxxxxxx]
Sent: Thursday, March 31, 2005 9:50 AM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: Re: [Metastockusers] Historical Sector Data?
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 -----
From: Andrew Tomlinson <mailto:andrew_tomlinson@xxxxxxxxxxx>
To: Metastockusers@xxxxxxxxxxxxxxxx
<mailto:Metastockusers@xxxxxxxxxxxxxxx>
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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