Back

S&P 500 Members

Hi guys, Im new to Quantconnect, just moving over from another platform.

Quick question...I can writing a mean reversion algo, how can I use the members of the S&P 500 to calculate what I should go long and short? Also does this take into consideration historic members e.g when backtesting will Enron be there? Sorry if its a basic question. I am used to loading a select universe. Thanks

Update Backtest







Hi Miller, we don't have history constituents of S&P500 index at this time but we created this algorithm ConstituentsQC500GeneratorAlgorithm.py to generate a universe of stocks to approximate the stocks in the index.

0

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.


Update Backtest





0

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.


Loading...

This discussion is closed