No. of Recommendations: 6
I don't think there is a ".a" field for the Russell 1000.
This does not work for me: Command line-only options: list:*
I get a list that does not include nas100.a.
These are the member .a fields I have:
Filename Description
dji.a [Dow Jones Industrial Member]
djt.a [Dow Jones Transportation Member]
dju.a [Dow Jones Utilities Member]
fincd.a [Fama/French 49 Industry Code]
fincd10.a [Fama/French 10 Industry Code]
fincd12.a [Fama/French 12 Industry Code]
fincd17.a [Fama/French 17 Industry Code]
fincd30.a [Fama/French 30 Industry Code]
fincd38.a [Fama/French 38 Industry Code]
fincd48.a [Fama/French 48 Industry Code]
fincd49.a [Fama/French 49 Industry Code]
fincd5.a [Fama/French 5 Industry Code]
nas100.a [NASDAQ 100 Member]
sox.a [PHLX Semiconductor Member]
sp1500.a [S&P 1500 Member]
sp500.a [S&P 500 Member]
A backtest close to the Russell 1000 maybe could be constructed based on:
https://gtr1.net/2013/?~zgIWM_20140219_rgearyiii:l... 