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Investment Strategies / Mechanical Investing
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Author: lizgdal ✶🐝  😊 😞
Number: of 5383 
Subject: Re: GTR1 index codes?
Date: 02/02/26 11:06 AM
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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...
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