IndexHelper Files - Wealth Lab Forum

IndexHelper Files

Author: kyokushin

Creation Date: 5/12/2018 12:17 PM

Wealth Lab » General » IndexHelper Files

kyokushin

5/12/2018 12:17 PM

Hi

Can you provide index helper files of the Nasdaq 100 for the years 1983 to 1994?

Matthias, it takes great effort to build a historical list of index constituents (and also obtain the data, apply corrections etc.) We should not distribute our intellectual property in "plain text" for use with Backtesting with Dynamic WatchLists. I think we need to release it through Wealth-Data on subscription basis.

kyokushin

5/12/2018 1:15 PM

Could I pay you to create me a set in "plain text" form for Backtesting with Dynamic WatchLists?

Eugene

5/13/2018 6:29 AM

Sorry, I really think we should give access to it through Wealth-Data on subscription basis instead.

kyokushin

5/13/2018 12:09 PM

I understand your point. I signed up for Wealth-Data. How can I perform Backtesting with Dynamic WatchLists with Wealth-Data?

Eugene

5/13/2018 12:29 PM

Currently, users have access to delisted symbols and ex-components of an index (Dow, Nasdaq 100, DAX...) starting from the date of their subscription to W-D - but not backwards. It's up to our business manager to determine whether W-D is out of beta to provide access to the extensive accumulated historical index composition and the data which is free of survivorship bias.

kyokushin

5/13/2018 12:32 PM

Do you have an idea when W-D will be at that point?

vk

5/14/2018 5:59 AM

Hi, the problem we have with WD is protecting our rights. We have put in years of work and still need a great deal of work to keep the data clean and updated. Right now we have WD integrated through some cooperation deals. This integration is an easy to use method. You might wanna try the free website there first?

kyokushin

5/18/2018 6:26 PM

I checked it. The problem is that I need to code my whole strategy once again in C# to get it running there. I cannot just copy and paste it from WL. I am not a good programmer and it took me lots of work to get it coded in C# in WL. Isn't there any way to get survivorship bias free data in WL?

kyokushin

#10

6/24/2018 10:13 AM

Unfortunately you do not seem to have a solution for this at the moment. Please get back to me when I am able to download historical data for ex-components of indices from WD.