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Finding Ideal Markets for an Algorithm

Hi, I am new to QuantConnect and I'm interested in finding out if there's any support for market searching. I can see at the moment that I could backtest an algorithm on any stock I choose to see how well it performs, but what I'd like to be able to do is backtest it across, say, all of the US market to find out which markets it performs best on. This seems like a logical idea to me - is there a reason why this wouldn't be a good idea?

Thanks,
John
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Welcome @John! Backtesting on the entire US market is fairly intensive (11,000 symbols at a time, 16k total). We currently can't do that as the machines we're backtesting on simply don't have enough ram.

Instead what we're building is called a universe selector -- you'd filter the 11,000 by some factors (e.g. market cap > $1B) to get 100-200 symbols then backtest on those. We're building this in very soon as it is a very popular request.
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+1 that would be quite a nice feature!
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Update Backtest





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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 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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