Cone8
 ( 24.80% )
- ago
Just announced yesterday, effective on 20 December 2021 -
https://talkmarkets.com/content/us-markets/annual-changes-to-the-nasdaq-100-index?post=337474

IN:
Airbnb Inc (NASD: ABNB), Fortinet Inc (NASD: FTNT), Palo Alto Networks Inc (NASD: PANW), Lucid Group Inc (NASD: LCID), Zscaler Inc (NASD: ZS), Datadog Inc (NASD: DDOG);

OUT:
CDW Corporation (NASD: CDW), Fox Corporation (NASD: FOXA/FOX), Cerner Corporation (NASD: CERN), Check Point Software Technologies Ltd (NASD: CHKP), Trip.com Group Limited (NASD: TCOM), Incyte Corporation (NASD: INCY)
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Cone8
 ( 24.80% )
- ago
#1
We're late to the party for this change, which we just added to Wealth-Data now.

Old Dominion Freight Line (NASD: ODFL) replaced Peloton Interactive (NASD: PTON) before the market open for 24 Jan. 2022

In: ODFL
Out: PTON

If you're holding PTON for a trading system using the Wealth-Data Nasdaq 100, it will disappear or be sold (in the backtest) on Monday.
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Glitch8
 ( 9.89% )
- ago
#2
Yikes, poor PTON, as if they need more bad news.
0
- ago
#3
I still see PTON in the Wealth Data Nasdaq 100 dynamic list. How do we update this?
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Cone8
 ( 24.80% )
- ago
#4
Wealth-Data includes all the listed and delisted symbols back to approximately the year 1995. This gives Wealth-Lab the ability to feed your strategies the symbols that were in the index at the time they appeared in the index, historically. The thing is to remember is that when you use a Wealth-Data DataSet for backtesting you get a survivorship-free backtest without making any edits to your code.

If you want just a current list, look in the World Indices tree.

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- ago
#5
When a symbol is brought into Wealth Lab data, doesn't it usually get a .X notation after it is delisted? This is not done for symbols that are removed from an index, only for chapter 11 or similar?

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Cone8
 ( 24.80% )
- ago
#6
Delisted symbols have the last-date trade and a letter code that indicates what happened to the company. All about Wealth-Data is on Wealth-Data.com .

Letter codes covered in the faq - https://www.wealth-data.com/faq
0
- ago
#7
I'm confused, PTON doesn't have a last-trade date or letter code, and it is no longer in the nas100.
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- ago
#8
Because PTON is still trading and not delisted. But backtesting on a W-D Nasdaq 100 DataSet will not make use of PTON past the date of its expulsion from the index. Everything is correct here.
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- ago
#9
Thanks, that makes sense. I was under the assumption when removed from an index it also got a date code. Is a possible feature request the ability to put start/end dates on symbols when entering/exiting an index in addition to delisting?
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Cone8
 ( 24.80% )
- ago
#10
No, that will not happen. You can't trade a symbol like PTON20210101, or whatever. And, some symbols even enter and exit a index multiple times.
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