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I have been thinking for a while at trying to factoring in information
such as Zack's or First Call's earnings estimates and changes in earning
estimates for the SP100 or SP500 into a neural network based system I
use. The problem is getting historical data to be able to back test.
Zack's claims great results with their Zacks 100, but who knows? First
Call will sell 5 years of historical estimates for a given stock for $25.
That's $12500 for the SP500!. Zack's makes their historical info.
available to "institutional customers" (don't you hate that) for who
knows how much.
Does anybody know of a cheaper/easier source? I'd actually be happy
initially with just historical estimate data for the SP100 or SP500
indices. Has anybody tried backtesting data like this? If so, what were
your results?
Larry Lewis
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