Bias Free Symbol Lists

Optuma General Discussion
1

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?

2

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.