When screening stocks, I would like to include the delisted stocks in the basket.In indexes?
When screening stocks, I would like to include the delisted stocks in the basket.In indexes?
This is exactly everyone who does back-testing for a basket of stocks should do. Otherwise, if you only select today's "good" stocks, you actually factor in some future information, that is, peeking into the future, or introducing look-ahead bias in to your back-testing. This will cause an illusion that a strategy is terrific in back testing, but more than often lose money when use in real trading.When screening stocks, I would like to include the delisted stocks in the basket.
A.k.a survivorship bias.introducing look-ahead bias
When screening stocks you like to include stocks .......... you can no longer trade.When screening stocks, I would like to include the delisted stocks in the basket.
I am interested. Pl let me know how i can get itYou are amazing! I have just download all delisted stocks since 1998 and I am happy to share them for free with anyone who are interested.
BTW, I was able to find all Nasdaq's traded Symbols which should include almost all symbols of US equities. http://www.nasdaqtrader.com/dynamic/SymDir/nasdaqtraded.txt