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Does anyone know where I can find a list of stocks in the asx 200 from previous years. I’m doing some back testing on data from 2003-2009 and want to run my back testing on all stocks in 2003 asx 200.
Hi Guys
The S&P website has changed and google is not my friend.
Does anyone know where I can find a list of old ASX 200components over the last say 10 yrs
Hi there,
Is there any way to find a historical list of companies that asx 200 was comprised of from 2005 onwards.
The link that was quoted in this thread is not working any longer as a result of a change in the S&P website change.
I would greatly appreciate your help as I need this information for my Doctoral Thesis.
Thank you,
Alex
Did anyone ever find this historic list? I'd appreciate it being reposted if so. cheers
We'll be looking to do historical index constituents for major indices such as the S&P 500 (1970s) , Russell 1000/2000/3000 (back to 1990), DJIA (back to 1950), NASDAQ 100 (back to inception) on the US front and All Ords (back to 1992), S&P/ASX 20/50/100/200/300 (simulated back to 1992, actual from their inception in 2000) on the ASX front.
We'll implement it as a DLL for software such as AmiBroker where you can simply reference it on a given stock to see if it is an index constituent of a particular index on a particular date.
Given all the work currently ahead of us, I'd say a release date of mid 2010 is possible with testing probably starting in March. It'll also coincide with the next evolution in our data updating software too.
I would also like to know how Alex's Doctoral Thesis is going? I would like to know if Alex researched a topic like approximating the historical ASX 200/500/XXXX Constituents using daily data downloaded from say Premium Data .
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