Hello!
Is there a way to backtest our strategies in BlueShift with companies or EFTs that are listed in NASDQ?
In the data option in Blueshift, I don't see NASDAQ as an option. Am I missing something?
At present, we track the S&P500 stocks for the US datasets. Very soon we are introducing a major upgrade on blueshift, that will see (among other changes) the asset universe expanding manyfold across datasets. The US dataset will introduce a custom liqiudity based benchmark (instead of S&P 500 stocks) and also include all major ETFs traded in the US markets - Nasdaq, NYSE Arca etc.
So in fewer words, right now you cannot backtests strategies on ETFs on blueshift, but very soon you will be able to do so. Keep an eye out for the release!