Likely a dumb question but got no clues from docs. Assume I want to have the list of all symbols SP500, how can I get this? I am digging in the get_fundamentals(...) but the possible key/values for queries seem not documented yet
Davide,
I don't think the data are available, unless Quantopian has added them. The same is true for other indices. What are you trying to do?
Grant
well, exactly what I said, instead of writing manually a list like symbols("FB","GOOGL","MA", ...) I'd like to populate with some sort of query.
You'd have to get the list of S&P 500 stocks yourself, at every point in time. And then incorporate it into the backtester (or research platform). Quantopian will not supply such a list.
Davide,
Note that you may be able to replicate certain indices with good fidelity using get_fundamentals. For example, you can select stocks traded on Nasdaq and then sort and filter by market cap. You could then compare the performance of the portfolio with QQQ, for example, which tracks the Nasdaq 100. There are some subtleties, I'm sure, so have a look at http://www.nasdaq.com/markets/indices/nasdaq-100.aspx.
Grant
Grant, this brings to my original question, I guess I can with get_fundamentals but cannot understand which are the keys and the values to build a query. The example in the doc does not help too much
Here's an example. I'm no expert on
get_fundamentals but this gives a flavor. I don't know why the portfolio doesn't track QQQ more closely. --Grant
Davide, this notebook should help you simulate the index constituents: https://www.quantopian.com/posts/simulating-s-and-p-500-russell-1000-russell-3000-in-research
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