Hi all.
I'm new to the community and I believe that the LiquidETF Universe was constructed for a competition back in 2019. Does anybody know if it is still being maintained? Thanks very much
QUANTCONNECT COMMUNITY
Hi all.
I'm new to the community and I believe that the LiquidETF Universe was constructed for a competition back in 2019. Does anybody know if it is still being maintained? Thanks very much
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Lucas
Hi Vince
You can still find the LiquidETF universe here:
And it still works, see attached backtest.
Furthermore, you could write your own LiquidETF universe with the following code. in python, if C# is not your thing. Be aware that it is not fool proof, as some small stocks will also be added.
Lucas
Vince
Great. I'll write my own using your helper above. Thanks very much Lucas.
Vince
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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