SBF Table for Survivorship Bias

[jayhubb]

Hi,

I am trying to build a SBF table for the S&P ASX200 and S&P ASX300. I have been following the instructions in AN-5.

I am able to get up to the Fixing up the missing dates section. At this point I have approximately 130 missing dates. I am a bit confused by the 'Fixing up dates from security files' section. Is this only valid for Metastock users? If so is there another way I can fix the missing dates without doing it manually? If I do need to do it manually where is the best place to get the data from?

Finally, is it possible to get a copy of the SBF file for ASX200 & ASX300 as at the current date from compuvision? Obviously this will change over time but for the purpose of backtesting it would keep me going for the next 6 montsh or so.

Thanks,
Jeremy.

[David Samborsky]

Hello Jeremy

The date-fixup option relies on security data being available in MetaStock format. Even if you have the data the construction of the table can still be a messy affair :(

Regards
David

[jayhubb]

Thanks for the quick reply. Looks like I will have to work through this manually....

One final question. Any suggestions on where I can find the missing data? If a particualar stock is missing a start date - are there any online sources where I can look up that stock individually and find out when it became part of the ASX200?