StockFetcher Forums · General Discussion · Backtest including "non-survivor" stocks<< >>Post Follow-up
dgcham
1 posts
msg #38130
Ignore dgcham
9/22/2005 12:06:18 AM

Hi, everybody.

The problem which has perplexed me for awhile with StockFetcher (and other interfaces too) is that I can only backtest "survivor" stocks. Any companies which failed and went out of business are not included in the backtest, which could substantially taint the accuracy of it.

Anybody know where I can get a list of ALL stocks which were available for public trading on any specific date in the past? This would have to include ANY COMAPNIES WHICH ARE NO LONGER TRADED DUE TO BANKRUPTCY, BUYOUT, ETC.

Thanks!

DC



judgetrade
107 posts
msg #38140
Ignore judgetrade
9/22/2005 2:51:11 PM

I think you would have to pay big dollars in order to find such a database.

Another point: These out of business stocks give good trade setups before they go out of business, so it does not have to be that all systems would look worse with those kind of stocks.
Look at MHCM: I bought at 8/16/2005 and sold 4 days later for a good profit.
Now they go out of business!


StockFetcher Forums · General Discussion · Backtest including "non-survivor" stocks<< >>Post Follow-up

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