Use Russell 3000 for multi-symbol backtest

Author: caseyjay_48

Creation Date: 9/15/2013 4:51 PM

Wealth Lab » Data » Use Russell 3000 for multi-symbol backtest

caseyjay_48

9/15/2013 4:51 PM

I would like to use a seasonality strategy ofr each of the stocks in the Russell 3000. I do not find this among the Fidelity provided indexes. Can anyone tell me how to download or set up the russell 3000 so I can use it in a multisymbol backtest. Thanks CaseyJay_48

Eugene

9/15/2013 4:59 PM

Search for "Russell 3000 index constituents" on your favorite search engine and copy/paste the list of found symbols to a new DataSet: example 1, example 2.

caseyjay_48

9/15/2013 5:02 PM

Thanks for the info, will do..Caseyjay_48

Cone

9/16/2013 5:56 AM

Another way is to pay for a data service that keeps and maintains index constituent lists like these. PremiumData.net is a good one and for a 1-time fee includes delisted companies' data too (for backtesting).