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This idea has merit. Can anyone suggest who provides such data for the ASX?

I just read the following quote from the paper that you linked to Nick:

"Survivorship bias:
The database used for this project included historical data for all stocks that were delisted at some point
between 1983 and 2004. Slightly more than half of the database is comprised of delisted stocks."

Whilst I gather from your comments that survivorship bias has a tendency to be overrated as a factor and a good, robust system will catch trends and backtest okay regardless, for my peace of mind it would be useful to have such data. Particularly if our own ASX historical data could claim to have around half of its quantity in delisted shares! (as their study did).

ASX.G

[QUOTE="theasxgorilla, post: 177767, member: 6099"] This idea has merit. Can anyone suggest who provides such data for the ASX? I just read the following quote from the paper that you linked to Nick: "[B]Survivorship bias[/B]: The database used for this project included historical data for all stocks that were delisted at some point between 1983 and 2004. Slightly more than half of the database is comprised of delisted stocks." Whilst I gather from your comments that survivorship bias has a tendency to be overrated as a factor and a good, robust system will catch trends and backtest okay regardless, for my peace of mind it would be useful to have such data. Particularly if our own ASX historical data could claim to have around half of its quantity in delisted shares! (as their study did). ASX.G [/QUOTE]

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