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Hello all,
I'm trying to use the AddToComposite function in order to formulate
composite indices for 100+ industry subgroups that I have in my
database (Rueters)... I've read through the PDF file provided by
Herman van den Bergen and followed the code that was provided by him
and Tomasz (I simply used the "close" of the associated stocks to
construct the indices). The issue that I have run into is that many
of my composites don't "look" like the DJ indices that can be
downloaded from the Yahoo site, rather, my composites look like
random squiggles across the x-axis with numerous spikes. I know that
the DJ indices are weighted and normalized but I have failed rather
miserably trying to figure out how to normalize the stock data. Could
anybody share their code for constructing useful composites?
Thanks!
Dave
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