Historical composition of the S&P 500

Discussion in 'Trading' started by sbauchart, Aug 30, 2010.

  1. sbauchart


    Hi guys,

    I am conducting backtests on stocks of the SP 500.

    To avoid any "survivor bias" I've to take into account in my backtest delisted stocks.

    Do you have an idea of where I could find a list of the historical compostion of the S&P 500 dating back to today ?

    I searched on standardandpoors.com without success.

    Thanks in advance guys.