As it is all my data sets that contain such symbols are not there. I recently held AAR in my portfolio, obviously with a major shock after the announcement. Given testing, shocks that are not part of the index don't get factored in the back tests. Thanks
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Norgate offers these data all the way back to 1950 for a very reasonable price.
http://www.PremiumData.NetAlthough you can use their data right now with the MetaStock adapter, they are working on a new integrated provider for Wealth-Lab that should make it a snap to test popular index lists over their history. Not sure about an ETA, but they're making good progress.
fwiw, it's common to think that only bad things happen when stocks are delisted. Don't forget about M&A activity that almost always has precisely the opposite effect on stock prices before they are delisted.
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Can you explain M&A? Thanks for the Norgate link.
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Mergers and Acquisitions
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Hi Cone,
Can you tell whether that integrated provider for Wealth-Lab from Norgate is working by now?
Regards,
Matt
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I haven't seen any updates on their site about new product offerings. Nonetheless, the MetaStock format data works just fine and I've yet to see another comparable product with the completeness and historical depth.
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Thanks for your answer. I checked their website. Actually I would only need the Historical Data for Delisted US Stocks because Historical Data for Currently-listed US Stocks I should already have with Wealth Lab, right?
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Sure, but when you consider the whole market you'd be amazed at how many symbol changes, de-listings, new issues, capital base changes, etc. that occur on a daily basis. All of that is managed for you in the PremiumData updates.
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