)Anyways, check it out and let me know what you think: https://portfoliocharts.com/stock-index-calculator/
Reconstructing Stock Index Data
Moderator: Global Moderator
Reconstructing Stock Index Data
I've been working on a side project lately to expand the stock history I have access to, and I think I've figured out a dependable way to build my own simulated index returns from available data. I'm looking for feedback, and know some of you guys have an interest in this kinda thing (I'm looking at you, MachineGhost )
Anyways, check it out and let me know what you think: https://portfoliocharts.com/stock-index-calculator/
)Anyways, check it out and let me know what you think: https://portfoliocharts.com/stock-index-calculator/
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MachineGhost
- Executive Member
- Posts: 10054
- Joined: Sat Nov 12, 2011 9:31 am
Re: Reconstructing Stock Index Data
This is some excellent work!
What's with the missing MicroCap data? If Decile 10 is actually less than 1% of the market by size, what happened to it in your conversion?
"All generous minds have a horror of what are commonly called 'Facts'. They are the brute beasts of the intellectual domain." -- Thomas Hobbes
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Disclaimer: I am not a broker, dealer, investment advisor, physician, theologian or prophet. I should not be considered as legally permitted to render such advice!
Re: Reconstructing Stock Index Data
I think I just wore myself out and got lazy. 
I'll add Micro Cap and TSM to the list shortly.
I'll add Micro Cap and TSM to the list shortly.