- ago
I looked at the WD NASDAQ 100 Dataset.
There are extensions like AABA.20191002.A,C,P,T,S
What do they mean?
What is the char for inception in the Index?
Do you exclude the stocks before inception date from the back test to fight survivor ship bias?
Who is updating the list?
Can I update my datasets with these extensions?

Thank you!
ka
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- ago
#1
QUOTE:
There are extensions like AABA.20191002.A,C,P,T,S
What do they mean?

Please find it explained in the W-D FAQ on its website, wealth-data.com:
https://www.wealth-data.com/faq

QUOTE:
Do you exclude the stocks before inception date from the back test to fight survivor ship bias?

Yes, although the W-D FAQ isn't updated to reflect it we've got it covered in the WL7 FAQ:
"Why a WealthData DataSet like Nasdaq 100 has almost 300 symbols and not 100 ?"
https://www.wealth-lab.com/Support/Faq

QUOTE:
What is the char for inception in the Index?

You don't have to worry about that. With the so called "executable ranges", a symbol gets included in a backtest on W-D data only during the period(s) when it was a constituent of the index (because a stock may get included and expelled multiple times from an index).

QUOTE:
Who is updating the list?

The Wealth-Lab team.

QUOTE:
Can I update my datasets with these extensions?

Your question is not clear to me.
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- ago
#2
QUOTE:

QUOTE:
Can I update my datasets with these extensions?

Your question is not clear to me.


Good question!
How does the WL Backtester treat a symbol in a Custom Universe that I have extended with an acquisition and delisting date?
Here's an example with PVTL, which was delisted an 31th of Dec 2019 due to an acquisition with VMWare.

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- ago
#3
QUOTE:
You don't have to worry about that. With the so called "executable ranges", a symbol gets included in a backtest on W-D data only during the period(s) when it was a constituent of the index (because a stock may get included and expelled multiple times from an index).


Where can I find the so called "executable ranges"?
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- ago
#4
QUOTE:
QUOTE:
Can I update my datasets with these extensions?

Your question is not clear to me.


Can I build a dynamic dataset myself by using the ".Date.Z" Extensions and the "executable ranges"?
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#5
Executable ranges is used by application developers who build data providers, this is not an end user feature.
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#6
QUOTE:
Executable ranges is used by application developers who build data providers, this is not an end user feature.


Ok.
Can I use the "Symbol.Date.Z" notation in my created Datasets with the effect that these symbols are taken out of the backtest after that date ".date"?
Thanks
br
ka
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- ago
#7
No, it does not work that way.
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#8
Hi All!
Dynamic Data Sets for now:
N100, Dow, DAX, MDAX, SP100, SP500

Are there any plans to implement more dynamic Data Sets
until the end of the year?

br
ka
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#9
Hi Kurt,

Why "until the end of the year"?
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#10
....well!
I ment: What new dynamic Data Set will you add in the near future?
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#11
Wow this sounds even more pressing :) Because they consume a lot of time and effort to maintain, we don't have plans to add dynamic DataSets to Wealth-Data for the time being. Depending on how it works out we may instead focus on this task to integrate more dynamic DataSets into WL7:
https://www.wealth-lab.com/Discussion/Norgate-data-5580
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- ago
#12
We don’t plan on adding any more, but Norgate data does have more, and once the extension is available WL7 will get them too.
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#13
.....ok, thanks! I did not want to press. Sorry!
I know its much work!
ka
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- ago
#14
Hi All!
I just checked the WL Dataset N100.
I went on the Nasdaq Webpage and downloaded the actual components of the N100 index. It turned out that there is a significant deviation from the components of the WL N100 dynamic dataset?

br
ka

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- ago
#15
QUOTE:
significant deviation

In your opinion, what deviates exactly?
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Cone7
- ago
#16
Currently, the only deviation is GOOG. (We check this every weekday.)

As a rule Wealth-Data will not include more than one tracking stock from the same company. If it did, a strategy would likely be trading the same company twice since the tracking stocks tend to be highly correlated.

Consequently, Wealth-Data includes GOOGL, but not GOOG.
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- ago
#17
For these stocks I get no signals:
Is there everything ok with the datafeed?
br
ka

ABNB
AZN
CEG
DDOG
FTNT
GOOG
LCID
ODFL
PANW
ZS
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#18
I get signals for them 🤷🏼‍♂️
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- ago
#19
QUOTE:
Is there everything ok with the datafeed?

Kurt, the Data Manager provides you with tools to answer this question:

1. a tabular view that displays the last DTOHLCV and bars count
2. a tool to run data integrity checks on DataSets
3. options to reload 'broken' data (Historical Providers > right click W-D > 'Delete local files')
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Best Answer
- ago
#20
Thank you, all ok!
I had a problem with the NSF trades!
br
ka
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