- ago
Wish: Wealth-Data sets for Russell 1000 and Russell 2000
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- ago
#1
Would simply having it as a dynamically updated Yahoo! DataSet with the actual index constituents get the job done for you? Or you mean strictly the Wealth-Data way of doing things (survivorship bias free, historical index components, super clean data)?
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- ago
#2
The predifined dataset (indizes) by Yahoo would be an ease, but it does not work actually in my WL7 version.

The Wealth-Data version would be a great precision of backtesting for these Dataseries, as there are of course a lot more dying companies in the small cap series... as a compromise maybe only the last 5 years in the Wealth data way?
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#3
I'm sure the dynamic DataSets work well in WL7 and are updated weekly. Since "it doesn't work" just doesn't work as an error report, you might want to start a new topic and offer more insight into the issue?
http://www.chiark.greenend.org.uk/~sgtatham/bugs.html

As for Russell 1000 and 2000 with historical index components, we're all expecting Norgate Data to develop a version of their data provider suite for Wealth-Lab 7 with support for these DataSets. Hope the wait is not too long.
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- ago
#4
As requested, Russell 1000 and 2000 will be added to the World Indices in Build 8.

Actually we don't need a WL7 build to add or remove an index, it's just that Russell was some sort of exception.
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