I've looked at this issue a lot and also looked at ways around it - suffice to say that I've found no way to deal with the issues of switching portfolios over time.
--- In [email protected], "loveyourenemynow" <loveyourenemy...@...> wrote: > > Thanks Mike,Ges and Paul, > > What about a collection of files containing the index components at different > updates? > Thomasz provides a clever implementation with watch lists in the member > area,the problem is how to get the accurate list components .. for every year > or update. > Do yahoo/google report delisted stocks? > > Thanks > > Ly > > > --- In [email protected], "Paul Ho" <paul.tsho@> wrote: > > > > Getting delisted stock is extremely easily, nearly data vendors provide > > them. But getting changes to indices components with accurate dates is not > > done by any data vendor as far as I know. > > > > --- In [email protected], "Mike" <sfclimbers@> 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], "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 > > > > > > > > > >
