Silicon Investor (SI) -- The First Internet Community

STOCKTALK

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor. We ask that you disable ad blocking while on Silicon Investor in the best interests of our community. If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.

Technology Stocks : Semi Equipment Analysis -- Ignore unavailable to you. Want to Upgrade?

To: SpecialK who wrote (7122)	11/26/2002 11:28:53 AM
From: Gottfried	Respond to of 95531

Ketan, VXN is too nervous for me. How low will VIX go: all I have to go by is historic charts and those show the low twenties. Back testing the bpcompq: I'd like to do that but data is not available. Stockcharts warns that bp data for compq prior to June 2001 is questionable. From their web site... Q: I am a new subscriber to your excellent website. I am attempting to get the historical data for the following index: $BPNYA. Your site however only provides it for the last 2 years as a link from the PNF Chart page. The chart however can be delineated for the last 10 years. Is there a resource on the website where I can see the full historical timeseries / record. Alternatively can it be added to the site? A: Prior to June 1st, 2001, we had to "back-calculate" our historic Bullish Percent Index (BPI) numbers. Back-calculating introduces some subtle problems that we cannot get around and, unfortunately, these problems get worse the further back we go. The biggest problem is that we do not have historic records of when stocks were added or removed from the various groups that we use (i.e. the NYSE, the Nasdaq, the S&P sectors, etc.). When we back-calculated things, we had to assume that the membership of each group was identical to what it was on June 1st, 2001 - something that is not actually true. Therefore our historic BPI numbers are actually just approximations of the real data values. The approximations are "accurate enough" for the two years of back-calculating that we did, but we feel that if we went back any further accuracy would really begin to suffer.