Dow Jones U.S. Technology Sector Index Fund survivorship bias-free database downloader

This downloader uses IYW - Dow Jones U.S. Technology Sector Index Fund to create survivorship bias-free database for more reliable bactesting. This ETF fund is 0,99 correlated to QQQ.

Downloader is based on this blog post: Getting Accurate Backtesting Results: Survivorship bias-free S&P 500

Original/Idea autor is Quant Share team. Thank You.

More informations about survivorship bias-free:

"The survivorship bias can hugely affect your trading strategy backtesting results. You will end up buying stocks that are currently included in your reference index but are not part of that index at the time the stock was purchased. Creating a survivorship bias free database for the indices you are trading should be a very important step in your strategy development process.

The composition of any index changes over time; there are many reasons that can explain why a stock is delisted from an index. Bankruptcy, merging with another company, transferred to another exchange or failing to meet an exchange listing requirements are some of these reasons"

Technical Analysis

• EMA 130 Down Trenders
• Alpha/Jensen index of a Security
• Hull Moving Average Strategy - Multi Time Frame Trading System
• Variance Ratio - Trading Indicator
• Stock Ranking using Rate of Change and SMA Volume
• Trading rules using the VIX Index
• TSI - Trend Strength Index
• Stochastic Cross Test V1.0
• Day of week and Week number function
• Center Of Gravity - COG
• More trading objects...

Fundamental Analysis

• Short Ratio Index
• Unexpected Short Selling Bars
• Tweet Sentiment Index for the Forex and Stock Market
• Income Statement & Growth
• Yahoo News
• AAII Sentiment Survey - Historical Data
• NSX - Daily short selling data
• CNX 100 Weightage
• Extensive Fundamental Data for U.S. Stocks
• History of dividend payment for stocks in the US stock market
• More trading objects...