Post #2697 by mungofitch on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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My question is how do you get Russell 1000 stocks from Valueline database.

You should get extremely close by using

Domi="us"
Market cap top 1000

That is very close to what Russell does, though they only reconstitute annually. June, if I recall. They do some extra checks related to domicile for edge cases, but that's about it.

Jim

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