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Dow Jones U.S. Technology Sector Index Fund survivorship bias-free database downloader

by clonex, 1220 days ago
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This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.

Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500

Original/Idea autor is Quant Share team. Thank You.

More informations about survivorship bias-free:

"The survivorship bias can hugely affect your trading strategy backtesting results. You will end up buying stocks that are currently included in your reference index but are not part of that index at the time the stock was purchased. Creating a survivorship bias free database for the indices you are trading should be a very important step in your strategy development process.

The composition of any index changes over time; there are many reasons that can explain why a stock is delisted from an index. Bankruptcy, merging with another company, transferred to another exchange or failing to meet an exchange listing requirements are some of these reasons"



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Type: Download Script

Object ID: 1142


Country:
United States

Market: Stock Market

Style:
Fundamental Analysis

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.