See my comments below. Thanks.
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Tuesday, May 24, 2016 2:36 PM
To: amibroker@yahoogroups.com
Subject: RE: [amibroker] Sector and Industry information
Jim, thanks for sharing your thoughts. The information on the nasdaq and yahoo sites are helpful.
> Also Yahoo does have their own symbols for an index of each sector and industry.
[PM] Are you referring to the ones with names like ^YHOHxxx? I had no idea Yahoo had created its own indexes. Any idea how reliable these are and how close they match with the more standard indexes?
Also, I tried to download the data for a few of these Yahoo indexes through AmiQuote using "Yahoo Historical" as source. I got error every time and no data was actually downloaded.
[JG} I assumed that these Yahoo indices have historical for download. Apparently not. So not useful in AB. Potential other freely doable sector/industries indexes might be the SP500 sectors and industries. You can get these assignments at https://en.wikipedia.org/wiki/List_of_S%26P_500_companies#Recent_changes_to_the_list_of_S.26P_500_Components . This download has both sector and sub-industry assignments. The SPDR sector ETF's (e.g. XLK, XLE, XLV, etc.) provide tradable instruments for SP500 sectors. But don't believe that they have a family of ETFs for SP500 Industries. Although some Industry ETFs are available from them and others. Equal weight ETFs are available from Rydex S&P 500 Equal Weight ETF.
> Amibroker's symbol tree does have GICS and ICB sub-categories populated. But it appears that one must purchase to get symbol assignments.
[PM] Well, the category definitions are there in AmiBroker, but my questions was how do I find which GICS category/industry each symbol belongs to. So far I haven't been able to find this information anywhere.
TC2000 provides GICS symbol data and assignments that can be exported. It has somewhat limited historical data. And TC2000 itself has very limited backtesting capabilities. The Norgate Amibroker addin provides these symbol GICS assignments in the Amibroker symbol tree. I believe for a fee you can get these assignments for GICS from https://www.msci.com/gics . ICB seems a competitive alternative. Other than paying for a service, I don't believe that information is openly available. So it may be the only possible indices with available public (no cost) data is the SP500 ETFs.
> I feel the AB learning curve to get going is more laborious than necessary.
[PM] I agree.
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Posted by: "Jim Gunn" <jimgunn@jgunnresearch.com>
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This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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