Back to Community
Need list of S&P 500 stocks

Does anyone have a url that I can use with fetcher to import a list of the symbols in the S&P 500?

It doesn't have to update super frequently or anything. Just needs to work.

3 responses

I found a dynamic way, every month-end one should be able to define the universe via IVV. However the download section of Blackrock prevents downloading dynamically. I need to look into way how to do this. If anybody knows how to build a script that pretends to be a browser and can create a shared copy of the data, please help ;) . I have created a static version on Copy

anyway this script should define the S&P universe. The Quantopian backend throws a few securities out but that doesn't seem to have much influence. I have added things like Marketvalue and sector inf you're interested

Clone Algorithm
35
Loading...
Backtest from to with initial capital
Total Returns
--
Alpha
--
Beta
--
Sharpe
--
Sortino
--
Max Drawdown
--
Benchmark Returns
--
Volatility
--
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 558a13100ce92d12473e234a
There was a runtime error.

Check out this notebook I posted about trying to approximate popular indices in Research. With the exception of a few lines you can copy and paste the code into before_trading_start()

Disclaimer

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 Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian 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.