See code here http://www.amibroker.com/library/detail.php?id=115
The latest member changes (10/2009+) can be found on the S&P website at S&P 500 Index Announcements. For changes before 10/2009, the S&P no...
I agree 100%
You will want to calculate the correlation between the stock and the index. See link:...
Oh, you mean survivorship bias. The changes of course can be found on the S&P website. For the data, here is a quote/link from another user:...
You can get the latest constituents list S&P here: http://www.standardandpoors.com/indices/sp-500/en/us/?indexId=spusa-500-usduf--p-us-l--...
I was interested in Kinetick; but after contacting them found out their intraday data only goes back 2 years. IMO, not enoughback data to...
Everything you need here: http://luminouslogic.com/how-to-normalize-historical-data-for-splits-dividends-etc.htm
Is your data delimited (comma, tab, etc.)? If so, you can just open the text/csv file.
What time frame?
I have 16GB (4x4GB) of GSkill memory in my main development box (9-9-9-24-2N timing) with an Intel 2600K. When you can get a newegg special, they...
IB working here.
I use Chrome for my default browser (fast and simple) and use Firefox 3.x when I need to perform a task that requires a addon (Firefox has great...
It is easier for Forex brokers to manipulate price data since their is no central exchange (and their commissions are based on price spread). I...
They are both the same ASCII/TEXT format: DATE,TIME,OPEN,HIGH,LOW,CLOSE,VOLUME for pitrading and DATE,TIME,OPEN,HIGH,LOW,CLOSE for pricedata.
What about slippage? If you are using limit orders, you can't always count on a fill and if using market, be sure to add slippage.
I think the number is higher than that. Harman from CA is worth half a billion alone.
Some quality one-minute data sources you may want to look at: http://pitrading.com/historical_data.htm...
This is important to remember: "ALL SOFTWARE, NO MATTER THE PROTECTION, CAN BE CRACKED and REVERSE-ENGINEERED" You can make it difficult to...
Thanks. I was using TC2000 for the up-to-date list of components because of Russell's previous disclosure requirements.
Separate names with a comma.