Quick question: How can a newbie like me get an understanding of the market indices (or other equity meta-data) which are available for the backtests? How many of the more specialized indices are available in the backtest data? I find that as I explore quantitative trading, I'm looking for ways to gauge larger-scale market movements, rather than simply looking for technical ways to take advantage of equity movement. These market movements would inform how I select stocks on a given day, in addition to that stock's previous performance, so their availability in the backtests would be very valuable.
@Ed, the historical data contains most ETFs, so if you can find an ETF that covers the market segments of interest to you, it should be available in the history. If you have any questions about which ETFs would match your interest, we can help you search for applicable instruments, just post here!
thanks,
fawce
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.