Universe selection in Research environment


I am new to quantconnect. I did not find any documentation on how I can select symbols from the 8,000 stocks quantconnect offers in the research environment.

I would like that to be time dependent as well. That means, if I look for the 500 stocks with the highest market cap from 2001 until today, then the list should automatically update with the correct symbols.

Is that possible in quantconnect research?

Update Backtest

Okay, since nobody answers, let me rephrase my question - if it is not possible to load the whole universe via a command like qd.add_universe, can I at least load the csv file you provide (see link below)?

A research environment does not make sense, if I can't load all symbols. When I trade stocks I wanna create portfolios of stocks that meet my criteria, not select arbitrary stocks. Therefore I need all 8,000 stocks that have fundamental data.

i would recommend to take a look on Arons strategies:


and this

Just my 2 cents here.  I've been using the platform for a about a year now off and on.  I haven't found a way to do this yet in research environment although I would like to as well.  In the backtesting this is called "Universe Selection".  It seems you just use research environment to debug your code then you should put in a backtest, and the universe selection will work just like you have described.  I don't think the research environment is designed to be so dynamic to completely simulate portfolio selection, that is what the backtester is for.  Again there is probably a better answer out there.  Cheers.  


Update Backtest


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