I'm working as a freelancer for a fund, they asked me to compare the returns of Russell 1000 components vs the returns generated by selecting the top 1000 stocks by mkt cap, equal weighted, rebalanced quarterly. So they want to see if there are differences, since R1000 constituents are generally speaking the top 1000 mkt cap stocks at that moment.


Has QuantConnect the R1000 index? Can I mimic it by downloading from somewhere its historical constituents and importing this data here on QC?