Quant Buffet API
Universes & whitelist
Named ETF books and the WHITELIST used by the sandbox.
`backtest.universes` defines liquid ETF proxies for equities, sectors, countries, bonds, commodities, and crypto. Only symbols in `WHITELIST` (plus BTC-USD / ETH-USD) can appear in ASSETS.
Named books
| Constant | Typical use |
|---|---|
US_EQUITY | SPY, QQQ, IWM |
US_SECTORS_FULL | XLB … XLRE sector ETFs |
GLOBAL_EQUITY | SPY, EFA, EEM, VGK, EWJ, FXI |
COUNTRY_DM / COUNTRY_EM | Single-country ETFs |
BONDS / CREDIT | Treasury and credit duration ladder |
COMMODITIES | GLD, SLV, DBC, USO, … |
REAL_ESTATE | VNQ, IYR, RWX |
MULTI_ASSET | Cross-asset balanced mix |
RISK_ON_OFF | SPY, QQQ, TLT, IEF, GLD, BIL |
VOL_PROXY | SPY, BIL, VIXY, SVXY |
CRYPTO_PROXY | BTC-USD, ETH-USD |
Using a book in ASSETS
from backtest.universes import US_SECTORS_FULL, BONDS
ASSETS = list(US_SECTORS_FULL) + ["TLT", "GLD", "BIL"]
# Still subject to max 15 symbols — slice or subset as neededWHITELIST
WHITELIST is the union of all named books plus additional liquid ETFs (VTI, VOO, DIA, ACWI, …). Single stocks and illiquid tickers are not supported in the lab.