Though, that approach would mean that you could only backtest up to the date at which your delisted stocks ended. Unless you were able and willing to continually update your free vendor to move the newly delisted stocks into the the delisted area.
Mike --- In [email protected], ges x <ges8...@...> wrote: > > I use the premiumdata for stock history for purposes of backtesting. I > think it is worth investing in. > > You can just buy the historical data, and use some other free source for > recent data. > > On Sun, Jul 5, 2009 at 1:16 PM, Mike <sfclimb...@...> wrote: > > > > > > > Assuming that you want US markets, have a look at Norgate Premium Data: > > > > http://www.premiumdata.net/products/premiumdata/ushistorical.php > > > > Mike > > > > > > --- In [email protected] <amibroker%40yahoogroups.com>, > > "loveyourenemynow" <loveyourenemynow@> wrote: > > > > > > Hello, > > > > > > since survival bias and listing/delisting effects are very important on > > long term backtesting I would like to know if there is any reliable source > > of free data of the major world index components, with accurate > > listing/delisting dates. > > > Or alternatively what is good paid service. > > > > > > Thanks > > > > > > Ly > > > > > > > > > >
