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martinfierro
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UNITED STATES
Joined: Nov 9, 2005
Posts: 215
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Survivorship Issues ? Reply to this Post
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I have created a simple simulation that is available here:
http://www.portfolio123.com/port_simul1.jsp?loadFrom=382125

As you will see, it has only one criteria of purchase: that the stock is InList, and the list contains one and only one stock : TFSM.

I chose that stock because it was in Russell 2000 around July 2007 and it is not today. Yahoo does not have data on it either.

When I try to run the simulation, I get a message saying "no stock transactions during first 26 weeks".

This does not make sense, since the only criteria for buying is InList, so P123 should have bought it the first date in the simulation.

So, is this a survivorship issue ? If so, how P123 deal with similar cases where the stock does no longer exist ?

Martin
[Jul 16, 2008 12:35:04 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
DennyHalwes
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Joined: Apr 28, 2004
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smile   Re: Survivorship Issues ? Reply to this Post
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Martin,

P123 has data on TFSM only from April 4, ’06 thru July 23, ’07.
If you run your Sim in this period it will be there. Any other Sim whose Ranking System and rules would buy it will also buy it durring this period.

Denny cool
----------------------------------------
"The significant problems we face cannot be solved at the same level of thinking that we were at when we created them". Albert Einstein
[Jul 16, 2008 3:47:47 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
martinfierro
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Posts: 215
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Re: Survivorship Issues ? Reply to this Post
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Thank you ! !

Martin
[Jul 17, 2008 9:35:38 AM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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