Use Russell 3000 for multi-symbol backtest
Author: caseyjay_48
Creation Date: 9/15/2013 4:51 PM
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caseyjay_48

#1
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
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Eugene

#2
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.
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caseyjay_48

#3
Thanks for the info, will do..Caseyjay_48
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Cone

#4
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).