|
PureBytes Links
Trading Reference Links
|
<FONT face=Arial color=#0000ff
size=2>That would be very interesting Chuck, it should be relatively
easy to code backtest such that for each consequtive 6-months it uses the new
stock list. If we concatenate all your stock lists into one list we
can use one single CategoryGetSymbols() to backtest using a 6-months
updated N100 list, all we need to do is add 100 to the index retrieval
index at 6-months intervals.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Of course we don't know how much difference it would
make... but you never can tell with stocks :-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman.
<FONT face=Tahoma
size=2>-----Original Message-----From: Chuck Rademacher
[mailto:chuck_rademacher@xxxxxxxxxx]Sent: December 22, 2003 4:58
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: Historical N100 Components- Dynamic Indices?
<FONT face=Arial color=#0000ff
size=2>Herman,
<FONT face=Arial color=#0000ff
size=2>
If
you give me a few days (about four), I'll create annual lists going back to
1995 and send them to anyone interested. Give me a few more days,
and I'll create two lists per year.... say January and July of each year (1995
- 2003). I can also create some ASCII files for any de-listed
stocks that appear on the lists.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Herman vandenBergen
[mailto:psytek@xxxxxxxx]Sent: Sunday, December 21, 2003 9:04
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE:
[amibroker] Re: Historical N100 Components- Dynamic
Indices?
<FONT face=Arial color=#0000ff
size=2>Interesting... using this table we should be able to create a
dynamic N100 ticker list to improve accuracy of backtesting, especially as
this relates to PortFolio trading. This would remove the bias introduced by
today's list that reflects the most successful companies, the
survivers.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>There we go: another first for AmiBroker: dynamic ticker lists for
the indices :-) any ideas on how to go about this,
anyone?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: bruce1r
[mailto:bruce1r@xxxxxxxxx]Sent: December 22, 2003 9:28
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Historical N100 ComponentsAll - you would
have to really want to do this, but the NDX100 can be reconstituted
from the deltas at -<A
href="">http://www.nasdaq.com/indexshares/historical_data.stm---
In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:> MessageYes, daily lists
would be better, depending on what you are doing.> Unless you
have the capability to place a "bit" in the OI field for each>
stock for each day, however, you are probably better off with a
different> watchlist for every year or (possibly) six
months. I only have annual> lists for the NASDAQ
100.> -----Original Message----->
From: dingo [mailto:dingo@xxxx]> Sent: Sunday, December
21, 2003 7:11 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: RE: [amibroker]
Historical N100 Components> > > Since the
N100 changes frequently do you think that the once per year>
listings are enough?> >
d> -----Original
Message-----> From: Chuck Rademacher
[mailto:chuck_rademacher@xxxx]> Sent:
Sunday, December 21, 2003 5:58 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: RE:
[amibroker] Historical N100 Components> >
> Herman,>
> I have sent you (directly) the NASDAQ 100
constituent lists as at> January 1 for each year between 1999
and 2003.> >
Cheers> -----Original
Message-----> From: Herman
vandenBergen
[mailto:psytek@xxxx]> Sent:
Sunday, December 21, 2003 5:11
PM> To:
AmiBroker> Subject: [amibroker]
Historical N100 Components> >
> Hello,>
> would somebody now how to
find out which stocks were included in each> of the years since
1998 in the N100?> > If
you have a list of N100 stocks for any of those year could you
post> it?> > many
thanks,> herman>
> > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
----------------------------------------->
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx>
(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
-------------------------------------------->
Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > >
-------------------------------------------------------------------------->
Yahoo! Groups Links>
> a.. To visit your
group on the web, go
to:> <A
href="">http://groups.yahoo.com/group/amibroker/>
> b.. To
unsubscribe from this group, send an email
to:>
amibroker-unsubscribe@xxxxxxxxxxxxxxx>
> c.. Your use of
Yahoo! Groups is subject to the Yahoo! Terms of>
Service.> > > >
> Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
----------------------------------------->
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
-------------------------------------------->
Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > >
---------------------------------------------------------------------------->
Yahoo! Groups Links> >
a.. To visit your group on the web, go
to:> <A
href="">http://groups.yahoo.com/group/amibroker/>
> b.. To unsubscribe from this
group, send an email to:>
amibroker-unsubscribe@xxxxxxxxxxxxxxx>
> c.. Your use of Yahoo! Groups
is subject to the Yahoo! Terms of> Service.> >
> > > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
-----------------------------------------> Post
AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check
group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > >
---------------------------------------------------------------------------->
--> Yahoo! Groups Links>
> a.. To visit your group on the web, go
to:> <A
href="">http://groups.yahoo.com/group/amibroker/>
> b.. To unsubscribe from this group, send
an email to:>
amibroker-unsubscribe@xxxxxxxxxxxxxxx>
> c.. Your use of Yahoo! Groups is subject
to the Yahoo! Terms of Service.Send BUG
REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|