> I've downloaded from Yahoo the 20-years Nasdaq shares in order to > backtest in Amibroker, but I have now a big doubt. > > Are the tickers I have downloaded, ALL the tickers of the 20 years?? >
No. The Nasdaq has been subject to high turnover. > because I think that if sometimes some tickers fall from Nasdaq, and > other ones go into Nasdaq, the historic backtest using the nasdaq > tickers of today, is not realistic.. > > Or not? No, it is not realistic (especially with the Nasdaq). Survivor bias is not that simple - it works both ways - successful stocks disapear due to acquistions etc. Is there any way to have the real Nasdaq100, with inputs and > outputs?? Yes. There is a list of partial resources, for managing delisted stocks, at the UKB - please search there for "delisted". You will also find some past discussion in this forum under "survivor bias" or delisted - I also found some good discussion at the Elite Traders forum using the same search. http://www.amibroker.org/userkb/ Lookunder DatabaseManagement >> DatabaseManagementResources >> Tracking Stock Changes brian_z --- In [email protected], "gonzagags" <[EMAIL PROTECTED]> wrote: > > Hello > I've downloaded from Yahoo the 20-years Nasdaq shares in order to > backtest in Amibroker, but I have now a big doubt. > > Are the tickers I have downloaded, ALL the tickers of the 20 years?? > > because I think that if sometimes some tickers fall from Nasdaq, and > other ones go into Nasdaq, the historic backtest using the nasdaq > tickers of today, is not realistic.. > > Or not? Is there any way to have the real Nasdaq100, with inputs and > outputs?? > > Thanks very much.. >
