for backtesting  i need the 1000 most liquid shares at the beginning of 2007 and 2008 until 2013

for backtesting  i need the 2000 most liquid shares at the beginning of 2007 and 2008 until 2013

is there a way to create this

or can anyone have list for me

I'm not quite sure how you want to define the most liquid shares at the beginning of 2007 until 2013.

One idea might be to create a Weekly Indicator Formula for the average weekly volume of the six years ending 12/28/2012.

AVGV312.'12/28/2012'

Another might be to create a Weekly Indicator Formula for the minimum volume of the minimum weekly volume of the six years ending 12/28/2012.

MINV312.'12/28/2012'

PCF Formula Descriptions

In either case, you could use the Indicator Formula as a WatchList Column and sort.

Adding & Editing WatchList Columns

And then right-click on the 1001th or 2001th item in the list to select Flag All | Above this Item.

Flagging Symbols

You could then right-click on a symbol in the WatchList again to Copy All Flagged to....

Copying Symbols to Personal WatchLists

thanks that will do

hi bruce

i want the most liquid stocks at the end of 2007

not during the period 2007-2013

The technique is the same, it is just a matter of determining the number of weeks you want to use and the end date of the period of interest (it will need to be an actual last day of the trading week). So if you wanted the minimum volume of the 4 weeks ending December 28, 2007, the formula would be:

MINV4.'12/28/2007'

But if you wanted the average of the 5 weeks ending February 7, 2007, the formula would be:

AVGV5.'02/07/2007'