Thanks for the offer Larry - we just try and maintain for the selected
indexes that most are interested in so we'll pass for now.
Regarding historical index constituents we have researched:
Dow Jones Industrial Average (all constituents back to 1950): 92 stocks
S&P 500 (constituents back to 1967): 1584 stocks
Russell 1000/2000/3000 (constituents back to 1990): 9565 stocks
S&P 1500 (constituents back to late 1994): 3229 stocks
NASDAQ 100 (constituents back to 1995): 327 stocks
plus a few more indices too.
It sure is helpful being able to backtest on those universes simply
through a rule such as:
Buy = <buy condition> AND IsIndexConstituent("$RUA");
By using the Russell 3000 universe back to 1990 you can then effectively
simulate only purchasing a stock that would have been in the index at
the time of the buy condition.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net
-------- Original Message --------
Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third Party
Data
From: L.P. Carhartt <[email protected]>
To: [email protected]
Date: Sun, 28 Oct 2012 23:04:33 -0700
Hi Richard,
If you want constituent lists on all US traded ETFs (equity and debt)
I have them available.
Thanks.
Best,
Larry
*L. P. Carhartt**
**MasterDATA*
office: 818-701-6686
fax: 866-428-6849
http://www.MasterDATA.com <http://www.masterdata.com/>
[email protected] <mailto:[email protected]>
*From:*[email protected]
[mailto:[email protected]] *On Behalf Of *Richard Dale
*Sent:* Sunday, October 28, 2012 10:43 PM
*To:* [email protected]
*Subject:* Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third
Party Data
Hi Lionel,
Rather than dilute our business and produce a charting package we have
decided that our expertise is best provided in the data services arena.
For those looking for an alternative upgrade path with decent
backtesting capabilities, AmiBroker (www.amibroker.com
<http://www.amibroker.com>) is well worth a look and is extremely good
value for money.
With the latest version almost imminent we are well down the track
with developing a new data updating system that works well with
AmiBroker. The additional capabilities that we have working well now
include:
Historical index constituents (eg. test on S&P 500 constituents via a
predefined universe and with a simple addition to your Buy rule)
Classifications: GICS and ICB support
Ability to change data adjustments on-the-fly to incorporate either
capital return, special dividends and/or cash dividends.
Track dividends separately inside a custom field
We are also working on populating the Fundamental data fields within
AB (P/E ratio, EPS etc.) - expected in the next few weeks.
These additional capabilities are currently in an alpha test. Anybody
who is a current subscriber to our services is welcome to join our
alpha test program.
In the future we are also looking to integrate some of the above
capabilities into other charting applications.
Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
markets in Australia, Asia, Canada, Europe, UK & USA -
www.premiumdata.net <http://www.premiumdata.net>
-------- Original Message --------
Subject: Re: [EquisMetaStock Group] Re: MetaStock 12 EOD and Third
Party Data
From: Lionel Issen <[email protected]> <mailto:[email protected]>
To: [email protected] <mailto:[email protected]>
Date: Fri, 26 Oct 2012 23:01:32 -0500
Thomson-Reuters do not seem to be interested in developing and
continuing MetaStock. Metastock is probably not a big enough money
maker for them.
Charging for the program and requiring that we are then charged
for data is a bit expensive.
Richard, perhaps you could buy Metastock?
Lionel Issen
