Where can we find the major Index components accross time
Posted: Mon Nov 23, 2009 12:33 pm
We want to design a portfolio that would have all Ticker (inluding delisted) that ever traded in an index. ex: TSX 60, SP 500, etc.
We would then attach an external file that have the startdate and end date where that stock was included in the Index.
This would allow us to simulate a portfolio that trade historicaly what was in the index at any given point.
Any idea where we can find the component of the index for the past 10 year.
I know that on finance.yahoo.com you can get the actual component.
Denis
We would then attach an external file that have the startdate and end date where that stock was included in the Index.
This would allow us to simulate a portfolio that trade historicaly what was in the index at any given point.
Any idea where we can find the component of the index for the past 10 year.
I know that on finance.yahoo.com you can get the actual component.
Denis