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FWIW, I've built reasonable surrogates in the past with the top 10 stocks.
----- Original Message -----
From: "Jack Griffin" <jack_2231@xxxxxxxxx>
To: "Lawrence Chan" <stnahc@xxxxxxxx>; "ed garib" <egarone@xxxxxxxxx>;
<omega-list@xxxxxxxxxx>
Sent: Tuesday, July 24, 2001 5:04 PM
Subject: Re: creating an index
> index=c of data1 + c of data2 + c of data 3 .... +
> c of data50;
>
> Then you do normal stuff to index instead of c.
> There is a limit of 50 to the number of stocks. That
> limit may be larger for TS Pro. Not sure.
>
> Getting it in the global server is possible, but
> only for historical backtesting purposes, using
> HistoryCentre or tssupport.com's converter.
>
> Jack
>
>
>
>
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