Currently, it is pretty easy to either test a system on for example US stocks incl. foreign primaries. The same goes for Europe incl. foreign primaries and Canada incl foreign primaries.
However, I cannot find a way to test a system on the aggregated universe of US stockcs incl. foreign primary + Europe incl. foreign primary + Canada incl. foreign primary.
Is there a way to do this or can I only use the ‘Easy to Trade North Atlantic’ universe to get an aggregate version?
The North Atlantic universe includes all the stocks we have EXCEPT those whose primary listings are outside North American and Europe (i.e. in Latin America, Asia, Eurasia, Africa, and the Middle East). That’s the closest you can get to an “aggregated universe.” These stocks are mostly ADRs in our system and only appear in the United States incl. foreign primaries and the United States (all listed stocks) universes (and their subsets).
Hi Yuval,the
I have the same question regarding the North America (Incl. Foreign Primary)
situation.
In a screen is there a way to specify a Universe rule which replaces the universe in the drop down box? Something like the rule - Universe “US (Incl. Foreign Primary)” or Universe “Canada(Incl. Foreign Primary)” ?
Not what I was looking for. For some reason there is no North America (Incl. Foreign Primary) so I was hoping I could replace the universe which is shown in the drop down box with a rule like
Universe(ALLFUND) // United States (incl. Foreign Primary) or Universe(ALLFUNDCAN) // Canada (incl. Foreign Primary)
Currently, the universe in the drop down box can only be pared down with a Universe rule and not expanded.
I'm bumping this thread. Just ran in to an isue where I listed all my shortable stocks listed in North America and Europe in a Universe, but about 4% of them is "foreign" and gets excluded becuse I can't chose a list with North Atlantic ( Incl. Foreign Primary).
So even big names like BABA, TSM and OTLY gets excluded.
Another unrelated question. I have Preferred Country as United States in my Account Settings. But if a ticker exists in more than one country, all companies are included when I run a screen with one ticker, see below. From what I understand, only the prefered country ticker should be included if that ticker exists in the prefered country?
