S&P 500 Components Correction

[fja05680]

Discussed in #7

^{Originally posted by rkkc2003 November 10, 2021}
KORS changed its name to CPRI on 2 Jan 2019 https://www.marketwatch.com/story/michael-kors-to-change-name-to-capri-holdings-on-jan-2-2018-12-31
The ... Components & Changes (10-18-2021).cvs should be corrected:

1. CPRI shouldn't be listed until 2 Jan 2019 (currently, it is listed since 4 Jan 2016 in the 10-18-2021 file)
2. KORS should be listed until 31 Dec 2018 (it is unlisted since 18 Sep 2018 in the 10-18-2021 file)

[fja05680]

Thanks for bring this to my attention. It is a problem in the original cvs file from "Trading Evolved". For this type of problem, I'll write some code to read, then patch that file. I'll plan to take care of this by the time I update again.

[xunxiong]

Hi, I am really grateful for this helpful information. It is helpful for my research (I am a Ph.D. student). Could you share a link for your original source for S&P 500 history data from Andreas F. Clenow? Do you get it from him privately or is there any open sources? Thanks

[fja05680]

xunxiong,

Sorry for being so late in responding. The original data came from a link that was included within the book "Trading Evolved".

cheers,
Farrell