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This item allows you to create a Survivorship-bias-free historical database by downloading historical quotes for delisted US companies.
Delisted stocks are companies that are no longer available for trading. A stock can be delisted from an exchange for several reasons: It no longer meets the exchange requirements, it chooses to go private and delist itself from the exchange it trades on, the company goes bankrupt...
Historical data of these companies are very useful if you want to get accurate backtesting results. They allow you to build a <a href="http://www.quantshare.com/sa-435-getting-accurate-backtesting-results-survivorship-bias-free-s-p-500">survivorship bias-free database</a> and use this database to perform quantitative analysis, run backtests, create composites/indices...
In order to get historical stock prices for delisted companies, you just need to download the list of delisted US companies (Symbols) (US delisted symbols), choose these delisted us stocks in downloader setting then start the downloading process.
Symbols don't need Suffixes; For example, in order to download historical prices of the delisted us stock "Alliance Atlantis Communications" (AACB), use AACB instead of AACB.OB
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This item no longer works. Use the downloader (better) shared by Caleb: Historical EOD data Downloader for Delisted/Bankrupt Stocks
