In my experience it can be useful to test strategies on ETFs specifically instead of collections of individual equities. Thus far I haven't seen a definitive list of ETF symbols so I created one to share with others. Feel free to add to the list and/or make suggestions.
# List of ETFs for Quantopian grouped by Issuer
context.etfs = [
# ----------------------------------------- #
# SPDRS/State Street Global Advisors (SSGA)
symbol('XLY'), # Select SPDR U.S. Consumer Discretionary
symbol('XLP'), # Select SPDR U.S. Consumer Staples
symbol('XLE'), # Select SPDR U.S. Energy
symbol('XLF'), # Select SPDR U.S. Financials
symbol('XLV'), # Select SPDR U.S. Healthcare
symbol('XLI'), # Select SPDR U.S. Industrials
symbol('XLB'), # Select SPDR U.S. Materials
symbol('XLK'), # Select SPDR U.S. Technology
symbol('XLU'), # Select SPDR U.S. Utilities
symbol('KRE'), # SPDR S&P Regional Banking ETF
symbol('KBE'), # SPDR S&P Bank ETF
symbol('XOP'), # SPDR S&P Oil & Gas Explor & Product
symbol('GLD'), # SPDR Gold Trust
symbol('SLV'), # SPDR Silver Trust
symbol('SPY'), # SPDR S&P 500
symbol('JNK'), # SPDR Barclays Capital High Yield Bond ETF
symbol('DIA'), # SPDR Dow Jones Industrial Avg. ETF
symbol('XHB'), # SPDR Homebuilders ETF
symbol('MDY'), # SPDR S&P MidCap 400 ETF
symbol('FEZ'), # SPDR Euro Stoxx 50 ETF
# ----------------------------------------- #
# iShares
symbol('AGG'), # iShares Core U.S. Aggregate Bond ETF
symbol('IAU'), # iShares Gold Trust
symbol('IXC'), # iShares Global Energy ETF
symbol('IWR'), # iShares Russell Mid-Cap ETF
symbol('IWB'), # iShares Russell 1000 ETF
symbol('IJR'), # iShares Core S&P Small-Cap ETF
symbol('IJH'), # iShares Core S&P Mid-Cap ETF
symbol('EWT'), # iShares MSCI Taiwan ETF
symbol('EEM'), # iShares MSCI Emerging Markets ETF
symbol('IWM'), # iShares Russell 2000 ETF
symbol('EWG'), # iShares MSCI Germany ETF
symbol('EWJ'), # iShares MSCI Japan ETF
symbol('EFA'), # iShares MSCI EAFE ETF
symbol('EWZ'), # iShares MSCI Brazil Capped ETF
symbol('TLT'), # iShares 20+ Year Treasury Bond ETF
symbol('INDA'), # iShares MSCI India ETF
symbol('ECH'), # iShares MSCI Chile Capped ETF
symbol('EWU'), # iShares MSCI United Kingdom ETF
symbol('EWI'), # iShares MSCI Italy Capped ETF
symbol('EWP'), # iShares MSCI Spain Capped ETF
symbol('EWQ'), # iShares MSCI France ETF
symbol('EWL'), # iShares MSCI Switzerland Capped ETF
symbol('EWD'), # iShares MSCI Sweden ETF
symbol('EWT'), # iShares MSCI Taiwan ETF
symbol('EWY'), # iShares MSCI South Korea Capped ETF
symbol('EWA'), # iShares MSCI Australia ETF
symbol('EWS'), # iShares MSCI Singapore ETF
symbol('IYM'), # iShares Dow Jones U.S. Basic Materials Index
symbol('IYK'), # iShares Dow Jones U.S. Consumer Goods Index
symbol('IYC'), # iShares Dow Jones U.S. Consumer Services Index
symbol('IYE'), # iShares Dow Jones U.S. Energy Index
symbol('IYF'), # iShares Dow Jones U.S. Financial Sector Index
symbol('IYG'), # iShares Dow Jones U.S. Financial Services Index
symbol('IYH'), # iShares Dow Jones U.S. Healthcare Index
symbol('IYJ'), # iShares Dow Jones U.S. Industrial Index
symbol('IYR'), # iShares Dow Jones U.S. Real Estate Index
symbol('IYW'), # iShares Dow Jones U.S. Technology Index
symbol('IYZ'), # iShares Dow Jones U.S. Telecommunications Index
symbol('IYT'), # iShares Dow Jones Transportation Average Index
symbol('IDU'), # iShares Dow Jones U.S. Utilities Index
symbol('ICF'), # iShares Cohen & Steers Realty Majors Index
symbol('AAXJ'), # iShares MSCI All Country Asia ex Japan ETF
symbol('FXI'), # iShares China Large-Cap ETF
symbol('ACWI'), # iShares MSCI ACWI ETF
symbol('EZU'), # iShares MSCI Eurozone ETF
symbol('EWH'), # iShares MSCI Hong Kong ETF
symbol('EWM'), # iShares MSCI Malaysia ETF
# ----------------------------------------- #
# Vanguard
symbol('VGK'), # Vanguard FTSE Europe ETF
symbol('VEA'), # Vanguard Developed Market FTSE
symbol('VPU'), # Vangaurd Utilities ETF
symbol('VWO'), # Vanguard FTSE Emerging Markets ETF
symbol('VDE'), # Vanguard Energy ETF
symbol('VEU'), # Vanguard FTSE All-World ex-US ETF
symbol('VXUS'), # VanguardTotal Int'l Stock ETF
symbol('VOO'), # Vanguard S&P 500
symbol('VO'), # Vanguard Mid-Cap ETF
symbol('VB'), # Vanguard Small-Cap ETF
symbol('VOX'), # Vanguard Telecom Services ETF
# ----------------------------------------- #
# Market Vectors
symbol('SMH'), # Market Vectors Semiconductor ETF
symbol('GDX'), # Market Vectors TR Gold Miners
symbol('OIH'), # Market Vectors Oil Services ETF
symbol('RSX'), # Market Vectors Russia ETF
symbol('GDXJ'), # Market Vectors Junior Gold Miners ETF
# ----------------------------------------- #
# Powershares (Invesco)
symbol('QQQ'), # Powershares (Invesco) NASDAQ 100
# ----------------------------------------- #
# Uncategorized
symbol('AMLP'), # Alerian MLP ETF
symbol('HACK'), # Purefunds ISE Cyber Security ETF
symbol('FDN'), # First Trust Dow Jones Internet Index ETF
symbol('HEDJ'), # WisdomTree Europe Hedged Equity ETF
symbol('EPI') # WisdomTree India Earnings ETF
] 
