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[amibroker] ATTENTION ! ATTENTION bogus post claiming to be from amibroker at neo.pl



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<SPAN 
class=250154113-09082004>Not to overstate the obvious, but lists like these are 
dynamic; stocks enter and leave, even cease to exist. So, for any kind of 
composite or other indicator to be valid over the long term, you can't just use 
the current index members, or you're introducing survivorship bias, more and 
more of it the longer you go back. 
<SPAN 
class=250154113-09082004> 
<SPAN 
class=250154113-09082004>There just isn't any easy way out of this. Standard 
indicators have recorded historical values that were created at that time, 
but it's much harder for your own composites. The only *real* answer is to build 
them from index members that were current then, which isn't an easy thing to do. 
It requires tracking that info down, and some way to use it when you build your 
composite.
<SPAN 
class=250154113-09082004> 
<SPAN 
class=250154113-09082004>Dave Merrill
<BLOCKQUOTE 
><FONT 
  size=-1>Joe --I didn't realize that TC2000 had a R2000 
  watch list until you sent this last email.  It is very interesting that 
  TC2000 has only 1979 entries.  I will try to find out where in Limbo the 
  other 21 companies are and also the differences between the TC2000 list and 
  the one from Russell.I just tried your ticker list.  I get a 
  count of 1979 from May 27, 2004 to today.  However smoothly decreasing 
  numbers before that, down to 1611 on 1/3/00 and to 341 on 1/4/1984.I 
  am beginning to believe this drastic fall off (based mostly on the numerous 
  responses I received from the amibroker group).  Wow!Thanks for 
  the help.-- Keith


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