Here is a list of All ords from early January in each year from 2008 to 2014. Let us know if you need other periods.Thanks, that was actually the only website that I had found before. Looking for something from 2010. I tried ASX webside.
Hi AusJoeHi @cropcos, I have been trying to do some back testing on a dual momentum strategy for the ASX but came up against a brick wall finding historical constituent listings (e.g. ASX200) and then finding data for de-listed stocks that made up part of the index in the past. Trying to negate survivorship bias.
All roads have lead to the Norgate data in conjunction with AmiBroker, I have downloaded a free trial of both and they work brilliantly together but I don't use this platform for developing Algo's. Norgate is pretty pricey though. Do you know any data suppliers that supply de-listed ASX stocks and index listings?