Quant Buffet API

Universes & whitelist

Named ETF books and the 81 symbols the sandbox will accept in ASSETS.

`backtest.universes` defines liquid ETF proxies for equities, sectors, countries, bonds, commodities, real estate, volatility, and crypto. Only symbols in `WHITELIST` can appear in ASSETS — currently 81 tickers.

Named books

Constant	Contents	Typical use
`US_EQUITY`	SPY, QQQ, IWM	Core US beta
`US_SECTORS`	XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY	Nine-sector rotation
`US_SECTORS_FULL`	`US_SECTORS` + XLC, XLRE	All 11 sectors (short history)
`GLOBAL_EQUITY`	SPY, EFA, EEM, VGK, EWJ, FXI	Cross-region momentum
`COUNTRY_DM`	15 developed-market ETFs (EWA … EWY)	Country momentum
`COUNTRY_EM`	13 emerging-market ETFs (EWZ … ASHR)	EM rotation
`BONDS`	SHY, IEF, TLT, LQD, HYG, TIP, BND	Duration and credit ladder
`CREDIT`	LQD, HYG, AGG, BIL	Credit spread work
`COMMODITIES`	GLD, SLV, DBC, GSG, USO, UNG, DBA	Inflation and crisis hedges
`REAL_ESTATE`	VNQ, IYR, RWX	REIT exposure
`MULTI_ASSET`	SPY, EFA, EEM, VNQ, DBC, GLD, TLT, IEF, HYG	Balanced allocation research
`RISK_ON_OFF`	SPY, QQQ, TLT, IEF, GLD, BIL	Offence / defence switching
`VOL_PROXY`	SPY, BIL, VIXY, SVXY	Volatility strategies
`CRYPTO_PROXY`	BTC-USD, ETH-USD	Crypto momentum
`FX_SAFE`	SPY, EFA, EWJ, GLD, TLT	Dollar-sensitive mix

Warning. FX_PROXY (UUP, FXE, FXY, FXB) is defined in the module but its tickers are not in WHITELIST, so they are rejected in ASSETS. Use FX_SAFE for dollar-sensitive research instead.

The complete whitelist

Group	Symbols
US broad	SPY, VOO, VTI, QQQ, IWM, DIA, MDY, RSP, OEF
Global broad	ACWI, ACWX, URTH, VEA, VWO, EFA, EEM, VGK
US sectors	XLB, XLC, XLE, XLF, XLI, XLK, XLP, XLRE, XLU, XLV, XLY
Developed countries	EWA, EWC, EWD, EWG, EWH, EWI, EWJ, EWK, EWL, EWN, EWP, EWQ, EWS, EWU
Emerging countries	EWY, EWZ, EWT, FXI, ASHR, EIDO, THD, EPHE, ECH, EPOL, EZA, ARGT, TUR
Rates & credit	BIL, SHV, SHY, IEI, IEF, TLT, TIP, MBB, AGG, BND, LQD, HYG
Commodities	GLD, SLV, DBC, GSG, USO, UNG, DBA
Real estate	VNQ, IYR, RWX
Volatility	VIXY, SVXY
Crypto	BTC-USD, ETH-USD

Using a book in ASSETS

python

from backtest.universes import US_SECTORS, BOOKS, WHITELIST

# Books are plain lists — slice, extend, or combine them
ASSETS = list(US_SECTORS) + ["TLT", "GLD", "BIL"]     # 12 symbols

# BOOKS maps short keys to lists, used by the catalog generator
ASSETS = list(BOOKS["risk_on_off"])                    # 6 symbols

# Verify before running
bad = [s for s in ASSETS if s not in WHITELIST]
assert not bad, f"Not whitelisted: {bad}"
assert len(ASSETS) <= 15

Warning. US_SECTORS_FULL plus a cash sleeve is 12 symbols and fits; adding a bond and gold sleeve reaches 13. COUNTRY_DM alone is 15 and leaves no room for a cash asset — slice it, e.g. COUNTRY_DM[:12], which is what BOOKS["country_dm"] already does.

History caveats worth remembering

Symbol	Constraint
`XLC`	Launched June 2018 — truncates any long sector test
`XLRE`	Launched October 2015
`SVXY`, `VIXY`	Post-2011, and `SVXY` changed its leverage mandate in 2018
`BTC-USD`	Data begins around September 2014
`ETH-USD`	Data begins around November 2017
`USO`, `UNG`	Futures-based: the fund's own mandate has changed over time

Note. Because ready waits for your longest lookback across the panel, one short-history symbol can silently move your backtest start forward by years. Check prices[s].first_valid_index() when a run covers less time than you expected.