Is there a data set for the NASDAQ in Blueshift? I cant seem to backtest anything like AMZN or TSLA. I dont see it in the data set drop down menu?
Prob a silly question… but what is the benchmark (orange line) generated from, when your doing a backtest. I dont see where you define waht the benchmark is.
Thanks for any help!
The US equity market datasets tracks the historical S&P500 index constituents. So anything part of the index at a given time T will be avaialbe at that time. AMZN is available in the NYSE dataset (it is part of S&P500), while TSLA is not (as it is not part of the index, but probably soon will be included).
The benchmark depends on the dataset. For NYSE datasets, it is SPY ETF. The orange line is the cumulative scaled returns of SPY for the duration of the backtest.
Gotcha, thanks for the reply.