Bias Free Symbol Lists

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  • #66485
    Kim
    • Topics: 18
    • Replies: 21
    • Posts: 39

    It’s great that we can now run, say, 10 year back tests against symbol lists like S&P500 based on their historical make up, but I mostly trade in smaller caps like Russell 2000.

    It’d be great if we could see historical lists for these too; is that possible?

    #66487
    Darren
    • Topics: 67
    • Replies: 702
    • Posts: 769

    Hi Kim,

    Unfortunately we can’t find a reliable database that has the membership dates for the Russell indices, so we can’t include them in our survivorship bias-free data.

    1 user thanked author for this post.
    Kim
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