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| SINGLE_TICKER = ["AAPL"] | |
| # Dow 30 constituents on 2021/10 | |
| # check https://wrds-www.wharton.upenn.edu/ for U.S. index constituents (needs account) | |
| DOW_30_TICKER = [ | |
| "AXP", | |
| "AMGN", | |
| "AAPL", | |
| "BA", | |
| "CAT", | |
| "CSCO", | |
| "CVX", | |
| "GS", | |
| "HD", | |
| "HON", | |
| "IBM", | |
| "INTC", | |
| "JNJ", | |
| "KO", | |
| "JPM", | |
| "MCD", | |
| "MMM", | |
| "MRK", | |
| "MSFT", | |
| "NKE", | |
| "PG", | |
| "TRV", | |
| "UNH", | |
| "CRM", | |
| "VZ", | |
| "V", | |
| "WBA", | |
| "WMT", | |
| "DIS", | |
| "DOW", | |
| ] | |
| # Nasdaq 100 constituents on 2019/01 | |
| NAS_100_TICKER = [ | |
| "AMGN", | |
| "AAPL", | |
| "AMAT", | |
| "INTC", | |
| "PCAR", | |
| "PAYX", | |
| "MSFT", | |
| "ADBE", | |
| "CSCO", | |
| "XLNX", | |
| "QCOM", | |
| "COST", | |
| "SBUX", | |
| "FISV", | |
| "CTXS", | |
| "INTU", | |
| "AMZN", | |
| "EBAY", | |
| "BIIB", | |
| "CHKP", | |
| "GILD", | |
| "NLOK", | |
| "CMCSA", | |
| "FAST", | |
| "ADSK", | |
| "CTSH", | |
| "NVDA", | |
| "GOOGL", | |
| "ISRG", | |
| "VRTX", | |
| "HSIC", | |
| "BIDU", | |
| "ATVI", | |
| "ADP", | |
| "ROST", | |
| "ORLY", | |
| "CERN", | |
| "BKNG", | |
| "MYL", | |
| "MU", | |
| "DLTR", | |
| "ALXN", | |
| "SIRI", | |
| "MNST", | |
| "AVGO", | |
| "TXN", | |
| "MDLZ", | |
| "FB", | |
| "ADI", | |
| "WDC", | |
| "REGN", | |
| "LBTYK", | |
| "VRSK", | |
| "NFLX", | |
| "TSLA", | |
| "CHTR", | |
| "MAR", | |
| "ILMN", | |
| "LRCX", | |
| "EA", | |
| "AAL", | |
| "WBA", | |
| "KHC", | |
| "BMRN", | |
| "JD", | |
| "SWKS", | |
| "INCY", | |
| "PYPL", | |
| "CDW", | |
| "FOXA", | |
| "MXIM", | |
| "TMUS", | |
| "EXPE", | |
| "TCOM", | |
| "ULTA", | |
| "CSX", | |
| "NTES", | |
| "MCHP", | |
| "CTAS", | |
| "KLAC", | |
| "HAS", | |
| "JBHT", | |
| "IDXX", | |
| "WYNN", | |
| "MELI", | |
| "ALGN", | |
| "CDNS", | |
| "WDAY", | |
| "SNPS", | |
| "ASML", | |
| "TTWO", | |
| "PEP", | |
| "NXPI", | |
| "XEL", | |
| "AMD", | |
| "NTAP", | |
| "VRSN", | |
| "LULU", | |
| "WLTW", | |
| "UAL", | |
| ] | |
| # SP 500 constituents at 2019 | |
| SP_500_TICKER = [ | |
| "A", | |
| "AAL", | |
| "AAP", | |
| "AAPL", | |
| "ABBV", | |
| "ABC", | |
| "ABMD", | |
| "ABT", | |
| "ACN", | |
| "ADBE", | |
| "ADI", | |
| "ADM", | |
| "ADP", | |
| "ADS", | |
| "ADSK", | |
| "AEE", | |
| "AEP", | |
| "AES", | |
| "AFL", | |
| "AGN", | |
| "AIG", | |
| "AIV", | |
| "AIZ", | |
| "AJG", | |
| "AKAM", | |
| "ALB", | |
| "ALGN", | |
| "ALK", | |
| "ALL", | |
| "ALLE", | |
| "ALXN", | |
| "AMAT", | |
| "AMCR", | |
| "AMD", | |
| "AME", | |
| "AMG", | |
| "AMGN", | |
| "AMP", | |
| "AMT", | |
| "AMZN", | |
| "ANET", | |
| "ANSS", | |
| "ANTM", | |
| "AON", | |
| "AOS", | |
| "APA", | |
| "APD", | |
| "APH", | |
| "APTV", | |
| "ARE", | |
| "ARNC", | |
| "ATO", | |
| "ATVI", | |
| "AVB", | |
| "AVGO", | |
| "AVY", | |
| "AWK", | |
| "AXP", | |
| "AZO", | |
| "BA", | |
| "BAC", | |
| "BAX", | |
| "BBT", | |
| "BBY", | |
| "BDX", | |
| "BEN", | |
| "BF.B", | |
| "BHGE", | |
| "BIIB", | |
| "BK", | |
| "BKNG", | |
| "BLK", | |
| "BLL", | |
| "BMY", | |
| "BR", | |
| "BRK.B", | |
| "BSX", | |
| "BWA", | |
| "BXP", | |
| "C", | |
| "CAG", | |
| "CAH", | |
| "CAT", | |
| "CB", | |
| "CBOE", | |
| "CBRE", | |
| "CBS", | |
| "CCI", | |
| "CCL", | |
| "CDNS", | |
| "CE", | |
| "CELG", | |
| "CERN", | |
| "CF", | |
| "CFG", | |
| "CHD", | |
| "CHRW", | |
| "CHTR", | |
| "CI", | |
| "CINF", | |
| "CL", | |
| "CLX", | |
| "CMA", | |
| "CMCSA", | |
| "CME", | |
| "CMG", | |
| "CMI", | |
| "CMS", | |
| "CNC", | |
| "CNP", | |
| "COF", | |
| "COG", | |
| "COO", | |
| "COP", | |
| "COST", | |
| "COTY", | |
| "CPB", | |
| "CPRI", | |
| "CPRT", | |
| "CRM", | |
| "CSCO", | |
| "CSX", | |
| "CTAS", | |
| "CTL", | |
| "CTSH", | |
| "CTVA", | |
| "CTXS", | |
| "CVS", | |
| "CVX", | |
| "CXO", | |
| "D", | |
| "DAL", | |
| "DD", | |
| "DE", | |
| "DFS", | |
| "DG", | |
| "DGX", | |
| "DHI", | |
| "DHR", | |
| "DIS", | |
| "DISCK", | |
| "DISH", | |
| "DLR", | |
| "DLTR", | |
| "DOV", | |
| "DOW", | |
| "DRE", | |
| "DRI", | |
| "DTE", | |
| "DUK", | |
| "DVA", | |
| "DVN", | |
| "DXC", | |
| "EA", | |
| "EBAY", | |
| "ECL", | |
| "ED", | |
| "EFX", | |
| "EIX", | |
| "EL", | |
| "EMN", | |
| "EMR", | |
| "EOG", | |
| "EQIX", | |
| "EQR", | |
| "ES", | |
| "ESS", | |
| "ETFC", | |
| "ETN", | |
| "ETR", | |
| "EVRG", | |
| "EW", | |
| "EXC", | |
| "EXPD", | |
| "EXPE", | |
| "EXR", | |
| "F", | |
| "FANG", | |
| "FAST", | |
| "FB", | |
| "FBHS", | |
| "FCX", | |
| "FDX", | |
| "FE", | |
| "FFIV", | |
| "FIS", | |
| "FISV", | |
| "FITB", | |
| "FLIR", | |
| "FLS", | |
| "FLT", | |
| "FMC", | |
| "FOXA", | |
| "FRC", | |
| "FRT", | |
| "FTI", | |
| "FTNT", | |
| "FTV", | |
| "GD", | |
| "GE", | |
| "GILD", | |
| "GIS", | |
| "GL", | |
| "GLW", | |
| "GM", | |
| "GOOG", | |
| "GPC", | |
| "GPN", | |
| "GPS", | |
| "GRMN", | |
| "GS", | |
| "GWW", | |
| "HAL", | |
| "HAS", | |
| "HBAN", | |
| "HBI", | |
| "HCA", | |
| "HCP", | |
| "HD", | |
| "HES", | |
| "HFC", | |
| "HIG", | |
| "HII", | |
| "HLT", | |
| "HOG", | |
| "HOLX", | |
| "HON", | |
| "HP", | |
| "HPE", | |
| "HPQ", | |
| "HRB", | |
| "HRL", | |
| "HSIC", | |
| "HST", | |
| "HSY", | |
| "HUM", | |
| "IBM", | |
| "ICE", | |
| "IDXX", | |
| "IEX", | |
| "IFF", | |
| "ILMN", | |
| "INCY", | |
| "INFO", | |
| "INTC", | |
| "INTU", | |
| "IP", | |
| "IPG", | |
| "IPGP", | |
| "IQV", | |
| "IR", | |
| "IRM", | |
| "ISRG", | |
| "IT", | |
| "ITW", | |
| "IVZ", | |
| "JBHT", | |
| "JCI", | |
| "JEC", | |
| "JEF", | |
| "JKHY", | |
| "JNJ", | |
| "JNPR", | |
| "JPM", | |
| "JWN", | |
| "K", | |
| "KEY", | |
| "KEYS", | |
| "KHC", | |
| "KIM", | |
| "KLAC", | |
| "KMB", | |
| "KMI", | |
| "KMX", | |
| "KO", | |
| "KR", | |
| "KSS", | |
| "KSU", | |
| "L", | |
| "LB", | |
| "LDOS", | |
| "LEG", | |
| "LEN", | |
| "LH", | |
| "LHX", | |
| "LIN", | |
| "LKQ", | |
| "LLY", | |
| "LMT", | |
| "LNC", | |
| "LNT", | |
| "LOW", | |
| "LRCX", | |
| "LUV", | |
| "LW", | |
| "LYB", | |
| "M", | |
| "MA", | |
| "MAA", | |
| "MAC", | |
| "MAR", | |
| "MAS", | |
| "MCD", | |
| "MCHP", | |
| "MCK", | |
| "MCO", | |
| "MDLZ", | |
| "MDT", | |
| "MET", | |
| "MGM", | |
| "MHK", | |
| "MKC", | |
| "MKTX", | |
| "MLM", | |
| "MMC", | |
| "MMM", | |
| "MNST", | |
| "MO", | |
| "MOS", | |
| "MPC", | |
| "MRK", | |
| "MRO", | |
| "MS", | |
| "MSCI", | |
| "MSFT", | |
| "MSI", | |
| "MTB", | |
| "MTD", | |
| "MU", | |
| "MXIM", | |
| "MYL", | |
| "NBL", | |
| "NCLH", | |
| "NDAQ", | |
| "NEE", | |
| "NEM", | |
| "NFLX", | |
| "NI", | |
| "NKE", | |
| "NKTR", | |
| "NLSN", | |
| "NOC", | |
| "NOV", | |
| "NRG", | |
| "NSC", | |
| "NTAP", | |
| "NTRS", | |
| "NUE", | |
| "NVDA", | |
| "NWL", | |
| "NWS", | |
| "O", | |
| "OI", | |
| "OKE", | |
| "OMC", | |
| "ORCL", | |
| "ORLY", | |
| "OXY", | |
| "PAYX", | |
| "PBCT", | |
| "PCAR", | |
| "PEG", | |
| "PEP", | |
| "PFE", | |
| "PFG", | |
| "PG", | |
| "PGR", | |
| "PH", | |
| "PHM", | |
| "PKG", | |
| "PKI", | |
| "PLD", | |
| "PM", | |
| "PNC", | |
| "PNR", | |
| "PNW", | |
| "PPG", | |
| "PPL", | |
| "PRGO", | |
| "PRU", | |
| "PSA", | |
| "PSX", | |
| "PVH", | |
| "PWR", | |
| "PXD", | |
| "PYPL", | |
| "QCOM", | |
| "QRVO", | |
| "RCL", | |
| "RE", | |
| "REG", | |
| "REGN", | |
| "RF", | |
| "RHI", | |
| "RJF", | |
| "RL", | |
| "RMD", | |
| "ROK", | |
| "ROL", | |
| "ROP", | |
| "ROST", | |
| "RSG", | |
| "RTN", | |
| "SBAC", | |
| "SBUX", | |
| "SCHW", | |
| "SEE", | |
| "SHW", | |
| "SIVB", | |
| "SJM", | |
| "SLB", | |
| "SLG", | |
| "SNA", | |
| "SNPS", | |
| "SO", | |
| "SPG", | |
| "SPGI", | |
| "SRE", | |
| "STI", | |
| "STT", | |
| "STX", | |
| "STZ", | |
| "SWK", | |
| "SWKS", | |
| "SYF", | |
| "SYK", | |
| "SYMC", | |
| "SYY", | |
| "T", | |
| "TAP", | |
| "TDG", | |
| "TEL", | |
| "TFX", | |
| "TGT", | |
| "TIF", | |
| "TJX", | |
| "TMO", | |
| "TMUS", | |
| "TPR", | |
| "TRIP", | |
| "TROW", | |
| "TRV", | |
| "TSCO", | |
| "TSN", | |
| "TSS", | |
| "TTWO", | |
| "TWTR", | |
| "TXN", | |
| "TXT", | |
| "UA", | |
| "UAL", | |
| "UDR", | |
| "UHS", | |
| "ULTA", | |
| "UNH", | |
| "UNM", | |
| "UNP", | |
| "UPS", | |
| "URI", | |
| "USB", | |
| "UTX", | |
| "V", | |
| "VAR", | |
| "VFC", | |
| "VIAB", | |
| "VLO", | |
| "VMC", | |
| "VNO", | |
| "VRSK", | |
| "VRSN", | |
| "VRTX", | |
| "VTR", | |
| "VZ", | |
| "WAB", | |
| "WAT", | |
| "WBA", | |
| "WCG", | |
| "WDC", | |
| "WEC", | |
| "WELL", | |
| "WFC", | |
| "WHR", | |
| "WLTW", | |
| "WM", | |
| "WMB", | |
| "WMT", | |
| "WRK", | |
| "WU", | |
| "WY", | |
| "WYNN", | |
| "XEC", | |
| "XEL", | |
| "XLNX", | |
| "XOM", | |
| "XRAY", | |
| "XRX", | |
| "XYL", | |
| "YUM", | |
| "ZBH", | |
| "ZION", | |
| "ZTS", | |
| ] | |
| # Hang Seng Index constituents at 2019/01 | |
| HSI_50_TICKER = [ | |
| "0011.HK", | |
| "0005.HK", | |
| "0012.HK", | |
| "0006.HK", | |
| "0003.HK", | |
| "0016.HK", | |
| "0019.HK", | |
| "0002.HK", | |
| "0001.HK", | |
| "0267.HK", | |
| "0101.HK", | |
| "0941.HK", | |
| "0762.HK", | |
| "0066.HK", | |
| "0883.HK", | |
| "2388.HK", | |
| "0017.HK", | |
| "0083.HK", | |
| "0939.HK", | |
| "0388.HK", | |
| "0386.HK", | |
| "3988.HK", | |
| "2628.HK", | |
| "1398.HK", | |
| "2318.HK", | |
| "3328.HK", | |
| "0688.HK", | |
| "0857.HK", | |
| "1088.HK", | |
| "0700.HK", | |
| "0836.HK", | |
| "1109.HK", | |
| "1044.HK", | |
| "1299.HK", | |
| "0151.HK", | |
| "1928.HK", | |
| "0027.HK", | |
| "2319.HK", | |
| "0823.HK", | |
| "1113.HK", | |
| "1038.HK", | |
| "2018.HK", | |
| "0175.HK", | |
| "0288.HK", | |
| "1997.HK", | |
| "2007.HK", | |
| "2382.HK", | |
| "1093.HK", | |
| "1177.HK", | |
| "2313.HK", | |
| ] | |
| # SSE 50 Index constituents in 2019. www.csindex.com.cn, for SSE and CSI adjustments | |
| SSE_50_TICKER = [ | |
| "600000.XSHG", | |
| "600036.XSHG", | |
| "600104.XSHG", | |
| "600030.XSHG", | |
| "601628.XSHG", | |
| "601166.XSHG", | |
| "601318.XSHG", | |
| "601328.XSHG", | |
| "601088.XSHG", | |
| "601857.XSHG", | |
| "601601.XSHG", | |
| "601668.XSHG", | |
| "601288.XSHG", | |
| "601818.XSHG", | |
| "601989.XSHG", | |
| "601398.XSHG", | |
| "600048.XSHG", | |
| "600028.XSHG", | |
| "600050.XSHG", | |
| "600519.XSHG", | |
| "600016.XSHG", | |
| "600887.XSHG", | |
| "601688.XSHG", | |
| "601186.XSHG", | |
| "601988.XSHG", | |
| "601211.XSHG", | |
| "601336.XSHG", | |
| "600309.XSHG", | |
| "603993.XSHG", | |
| "600690.XSHG", | |
| "600276.XSHG", | |
| "600703.XSHG", | |
| "600585.XSHG", | |
| "603259.XSHG", | |
| "601888.XSHG", | |
| "601138.XSHG", | |
| "600196.XSHG", | |
| "601766.XSHG", | |
| "600340.XSHG", | |
| "601390.XSHG", | |
| "601939.XSHG", | |
| "601111.XSHG", | |
| "600029.XSHG", | |
| "600019.XSHG", | |
| "601229.XSHG", | |
| "601800.XSHG", | |
| "600547.XSHG", | |
| "601006.XSHG", | |
| "601360.XSHG", | |
| "600606.XSHG", | |
| "601319.XSHG", | |
| "600837.XSHG", | |
| "600031.XSHG", | |
| "601066.XSHG", | |
| "600009.XSHG", | |
| "601236.XSHG", | |
| "601012.XSHG", | |
| "600745.XSHG", | |
| "600588.XSHG", | |
| "601658.XSHG", | |
| "601816.XSHG", | |
| "603160.XSHG", | |
| ] | |
| # CSI 300 Index constituents at 2019 | |
| CSI_300_TICKER = [ | |
| "600000.XSHG", | |
| "600004.XSHG", | |
| "600009.XSHG", | |
| "600010.XSHG", | |
| "600011.XSHG", | |
| "600015.XSHG", | |
| "600016.XSHG", | |
| "600018.XSHG", | |
| "600019.XSHG", | |
| "600025.XSHG", | |
| "600027.XSHG", | |
| "600028.XSHG", | |
| "600029.XSHG", | |
| "600030.XSHG", | |
| "600031.XSHG", | |
| "600036.XSHG", | |
| "600038.XSHG", | |
| "600048.XSHG", | |
| "600050.XSHG", | |
| "600061.XSHG", | |
| "600066.XSHG", | |
| "600068.XSHG", | |
| "600085.XSHG", | |
| "600089.XSHG", | |
| "600104.XSHG", | |
| "600109.XSHG", | |
| "600111.XSHG", | |
| "600115.XSHG", | |
| "600118.XSHG", | |
| "600170.XSHG", | |
| "600176.XSHG", | |
| "600177.XSHG", | |
| "600183.XSHG", | |
| "600188.XSHG", | |
| "600196.XSHG", | |
| "600208.XSHG", | |
| "600219.XSHG", | |
| "600221.XSHG", | |
| "600233.XSHG", | |
| "600271.XSHG", | |
| "600276.XSHG", | |
| "600297.XSHG", | |
| "600299.XSHG", | |
| "600309.XSHG", | |
| "600332.XSHG", | |
| "600340.XSHG", | |
| "600346.XSHG", | |
| "600352.XSHG", | |
| "600362.XSHG", | |
| "600369.XSHG", | |
| "600372.XSHG", | |
| "600383.XSHG", | |
| "600390.XSHG", | |
| "600398.XSHG", | |
| "600406.XSHG", | |
| "600436.XSHG", | |
| "600438.XSHG", | |
| "600482.XSHG", | |
| "600487.XSHG", | |
| "600489.XSHG", | |
| "600498.XSHG", | |
| "600516.XSHG", | |
| "600519.XSHG", | |
| "600522.XSHG", | |
| "600547.XSHG", | |
| "600570.XSHG", | |
| "600583.XSHG", | |
| "600585.XSHG", | |
| "600588.XSHG", | |
| "600606.XSHG", | |
| "600637.XSHG", | |
| "600655.XSHG", | |
| "600660.XSHG", | |
| "600674.XSHG", | |
| "600690.XSHG", | |
| "600703.XSHG", | |
| "600705.XSHG", | |
| "600741.XSHG", | |
| "600745.XSHG", | |
| "600760.XSHG", | |
| "600795.XSHG", | |
| "600809.XSHG", | |
| "600837.XSHG", | |
| "600848.XSHG", | |
| "600867.XSHG", | |
| "600886.XSHG", | |
| "600887.XSHG", | |
| "600893.XSHG", | |
| "600900.XSHG", | |
| "600919.XSHG", | |
| "600926.XSHG", | |
| "600928.XSHG", | |
| "600958.XSHG", | |
| "600968.XSHG", | |
| "600977.XSHG", | |
| "600989.XSHG", | |
| "600998.XSHG", | |
| "600999.XSHG", | |
| "601006.XSHG", | |
| "601009.XSHG", | |
| "601012.XSHG", | |
| "601018.XSHG", | |
| "601021.XSHG", | |
| "601066.XSHG", | |
| "601077.XSHG", | |
| "601088.XSHG", | |
| "601100.XSHG", | |
| "601108.XSHG", | |
| "601111.XSHG", | |
| "601117.XSHG", | |
| "601138.XSHG", | |
| "601155.XSHG", | |
| "601162.XSHG", | |
| "601166.XSHG", | |
| "601169.XSHG", | |
| "601186.XSHG", | |
| "601198.XSHG", | |
| "601211.XSHG", | |
| "601212.XSHG", | |
| "601216.XSHG", | |
| "601225.XSHG", | |
| "601229.XSHG", | |
| "601231.XSHG", | |
| "601236.XSHG", | |
| "601238.XSHG", | |
| "601288.XSHG", | |
| "601298.XSHG", | |
| "601318.XSHG", | |
| "601319.XSHG", | |
| "601328.XSHG", | |
| "601336.XSHG", | |
| "601360.XSHG", | |
| "601377.XSHG", | |
| "601390.XSHG", | |
| "601398.XSHG", | |
| "601555.XSHG", | |
| "601577.XSHG", | |
| "601600.XSHG", | |
| "601601.XSHG", | |
| "601607.XSHG", | |
| "601618.XSHG", | |
| "601628.XSHG", | |
| "601633.XSHG", | |
| "601658.XSHG", | |
| "601668.XSHG", | |
| "601669.XSHG", | |
| "601688.XSHG", | |
| "601698.XSHG", | |
| "601727.XSHG", | |
| "601766.XSHG", | |
| "601788.XSHG", | |
| "601800.XSHG", | |
| "601808.XSHG", | |
| "601816.XSHG", | |
| "601818.XSHG", | |
| "601828.XSHG", | |
| "601838.XSHG", | |
| "601857.XSHG", | |
| "601877.XSHG", | |
| "601878.XSHG", | |
| "601881.XSHG", | |
| "601888.XSHG", | |
| "601898.XSHG", | |
| "601899.XSHG", | |
| "601901.XSHG", | |
| "601916.XSHG", | |
| "601919.XSHG", | |
| "601933.XSHG", | |
| "601939.XSHG", | |
| "601985.XSHG", | |
| "601988.XSHG", | |
| "601989.XSHG", | |
| "601992.XSHG", | |
| "601997.XSHG", | |
| "601998.XSHG", | |
| "603019.XSHG", | |
| "603156.XSHG", | |
| "603160.XSHG", | |
| "603259.XSHG", | |
| "603260.XSHG", | |
| "603288.XSHG", | |
| "603369.XSHG", | |
| "603501.XSHG", | |
| "603658.XSHG", | |
| "603799.XSHG", | |
| "603833.XSHG", | |
| "603899.XSHG", | |
| "603986.XSHG", | |
| "603993.XSHG", | |
| "000001.XSHE", | |
| "000002.XSHE", | |
| "000063.XSHE", | |
| "000066.XSHE", | |
| "000069.XSHE", | |
| "000100.XSHE", | |
| "000157.XSHE", | |
| "000166.XSHE", | |
| "000333.XSHE", | |
| "000338.XSHE", | |
| "000425.XSHE", | |
| "000538.XSHE", | |
| "000568.XSHE", | |
| "000596.XSHE", | |
| "000625.XSHE", | |
| "000627.XSHE", | |
| "000651.XSHE", | |
| "000656.XSHE", | |
| "000661.XSHE", | |
| "000671.XSHE", | |
| "000703.XSHE", | |
| "000708.XSHE", | |
| "000709.XSHE", | |
| "000723.XSHE", | |
| "000725.XSHE", | |
| "000728.XSHE", | |
| "000768.XSHE", | |
| "000776.XSHE", | |
| "000783.XSHE", | |
| "000786.XSHE", | |
| "000858.XSHE", | |
| "000860.XSHE", | |
| "000876.XSHE", | |
| "000895.XSHE", | |
| "000938.XSHE", | |
| "000961.XSHE", | |
| "000963.XSHE", | |
| "000977.XSHE", | |
| "001979.XSHE", | |
| "002001.XSHE", | |
| "002007.XSHE", | |
| "002008.XSHE", | |
| "002024.XSHE", | |
| "002027.XSHE", | |
| "002032.XSHE", | |
| "002044.XSHE", | |
| "002050.XSHE", | |
| "002120.XSHE", | |
| "002129.XSHE", | |
| "002142.XSHE", | |
| "002146.XSHE", | |
| "002153.XSHE", | |
| "002157.XSHE", | |
| "002179.XSHE", | |
| "002202.XSHE", | |
| "002230.XSHE", | |
| "002236.XSHE", | |
| "002241.XSHE", | |
| "002252.XSHE", | |
| "002271.XSHE", | |
| "002304.XSHE", | |
| "002311.XSHE", | |
| "002352.XSHE", | |
| "002371.XSHE", | |
| "002410.XSHE", | |
| "002415.XSHE", | |
| "002422.XSHE", | |
| "002456.XSHE", | |
| "002460.XSHE", | |
| "002463.XSHE", | |
| "002466.XSHE", | |
| "002468.XSHE", | |
| "002475.XSHE", | |
| "002493.XSHE", | |
| "002508.XSHE", | |
| "002555.XSHE", | |
| "002558.XSHE", | |
| "002594.XSHE", | |
| "002601.XSHE", | |
| "002602.XSHE", | |
| "002607.XSHE", | |
| "002624.XSHE", | |
| "002673.XSHE", | |
| "002714.XSHE", | |
| "002736.XSHE", | |
| "002739.XSHE", | |
| "002773.XSHE", | |
| "002841.XSHE", | |
| "002916.XSHE", | |
| "002938.XSHE", | |
| "002939.XSHE", | |
| "002945.XSHE", | |
| "002958.XSHE", | |
| "003816.XSHE", | |
| "300003.XSHE", | |
| "300014.XSHE", | |
| "300015.XSHE", | |
| "300033.XSHE", | |
| "300059.XSHE", | |
| "300122.XSHE", | |
| "300124.XSHE", | |
| "300136.XSHE", | |
| "300142.XSHE", | |
| "300144.XSHE", | |
| "300347.XSHE", | |
| "300408.XSHE", | |
| "300413.XSHE", | |
| "300433.XSHE", | |
| "300498.XSHE", | |
| "300601.XSHE", | |
| "300628.XSHE", | |
| ] | |
| # CAC 40 constituents at 2019/01 | |
| # Check https://www.bnains.org/archives/histocac/compocac.php for CAC 40 constituents | |
| CAC_40_TICKER = [ | |
| "AC.PA", | |
| "AI.PA", | |
| "AIR.PA", | |
| "MT.AS", | |
| "ATO.PA", | |
| "CS.PA", | |
| "BNP.PA", | |
| "EN.PA", | |
| "CAP.PA", | |
| "CA.PA", | |
| "ACA.PA", | |
| "BN.PA", | |
| "DSY.PA", | |
| "ENGI.PA", | |
| "EL.PA", | |
| "RMS.PA", | |
| "KER.PA", | |
| "OR.PA", | |
| "LR.PA", | |
| "MC.PA", | |
| "ML.PA", | |
| "ORA.PA", | |
| "RI.PA", | |
| "PUGOY", | |
| "PUB.PA", | |
| "RNO.PA", | |
| "SAF.PA", | |
| "SGO.PA", | |
| "SAN.PA", | |
| "SU.PA", | |
| "GLE.PA", | |
| "SW.PA", | |
| "STM.PA", | |
| "FTI.PA", | |
| "FP.PA", | |
| "URW.AS", | |
| "FR.PA", | |
| "VIE.PA", | |
| "DG.PA", | |
| "VIV.PA", | |
| ] | |
| # DAX 30 constituents on 2021/02 | |
| DAX_30_TICKER = [ | |
| "DHER.DE", | |
| "RWE.DE", | |
| "FRE.DE", | |
| "MTX.DE", | |
| "MRK.DE", | |
| "LIN.DE", | |
| "ALV.DE", | |
| "VNA.DE", | |
| "EOAN.DE", | |
| "HEN3.DE", | |
| "DAI.DE", | |
| "DB1.DE", | |
| "DPW.DE", | |
| "DWNI.DE", | |
| "BMW.DE", | |
| "DTE.DE", | |
| "VOW3.DE", | |
| "MUV2.DE", | |
| "1COV.DE", | |
| "SAP.DE", | |
| "FME.DE", | |
| "BAS.DE", | |
| "BAYN.DE", | |
| "BEI.DE", | |
| "CON.DE", | |
| "SIE.DE", | |
| "ADS.DE", | |
| "HEI.DE", | |
| "DBK.DE", | |
| "IFX.DE", | |
| ] | |
| # TecDAX constituents at 2021/02 | |
| TECDAX_TICKER = [ | |
| "ADV.DE", | |
| "AFX.DE", | |
| "AM3D.DE", | |
| "BC8.DE", | |
| "COK.DE", | |
| "DLG.DE", | |
| "DRI.DE", | |
| "DRW3.DE", | |
| "EVT.DE", | |
| "FNTN.DE", | |
| "GFT.DE", | |
| "JEN.DE", | |
| "MDG1.DE", | |
| "MOR.DE", | |
| "NDX1.DE", | |
| "NEM.DE", | |
| "O2D.DE", | |
| "PFV.DE", | |
| "QIA.DE", | |
| "RIB.DE", | |
| "S92.DE", | |
| "SANT.DE", | |
| "SOW.DE", | |
| "SRT3.DE", | |
| "UTDI.DE", | |
| "WAF.DE", | |
| "WDI.DE", | |
| ] | |
| # MDAX 50 constituents at 2021/02 | |
| MDAX_50_TICKER = [ | |
| "1COV.DE", | |
| "AIR.DE", | |
| "AOX.DE", | |
| "ARL.DE", | |
| "BNR.DE", | |
| "BOSS.DE", | |
| "DEQ.DE", | |
| "DUE.DE", | |
| "DWNI.DE", | |
| "EVD.DE", | |
| "EVK.DE", | |
| "FIE.DE", | |
| "FPE3.DE", | |
| "FRA.DE", | |
| "G1A.DE", | |
| "GBF.DE", | |
| "GXI.DE", | |
| "HLE.DE", | |
| "HNR1.DE", | |
| "HOT.DE", | |
| "JUN3.DE", | |
| "KGX.DE", | |
| "KRN.DE", | |
| "LEG.DE", | |
| "LEO.DE", | |
| "LXS.DE", | |
| "MTX.DE", | |
| "NDA.DE", | |
| "NOEJ.DE", | |
| "OSR.DE", | |
| "PBB.DE", | |
| "RAA.DE", | |
| "RHM.DE", | |
| "RRTL.DE", | |
| "SAX.DE", | |
| "SDF.DE", | |
| "SHA.DE", | |
| "SNH.DE", | |
| "SY1.DE", | |
| "SZG.DE", | |
| "SZU.DE", | |
| "TEG.DE", | |
| "TLX.DE", | |
| "UN01.DE", | |
| "WCH.DE", | |
| "ZAL.DE", | |
| ] | |
| # SDAX 50 constituents at 2021/02 | |
| SDAX_50_TICKER = [ | |
| "AAD.DE", | |
| "ACX.DE", | |
| "ADJ.DE", | |
| "ADL.DE", | |
| "BDT.DE", | |
| "BIO3.DE", | |
| "BVB.DE", | |
| "BYW6.DE", | |
| "CWC.DE", | |
| "DBAN.DE", | |
| "DEZ.DE", | |
| "DIC.DE", | |
| "G24.DE", | |
| "GIL.DE", | |
| "GLJ.DE", | |
| "GMM.DE", | |
| "HBH.DE", | |
| "HDD.DE", | |
| "HHFA.DE", | |
| "HLAG.DE", | |
| "HYQ.DE", | |
| "INH.DE", | |
| "KCO.DE", | |
| "KWS.DE", | |
| "PUM.DE", | |
| "RHK.DE", | |
| "SFQ.DE", | |
| "SGL.DE", | |
| "SIX2.DE", | |
| "SKB.DE", | |
| "STM.DE", | |
| "TC1.DE", | |
| "TLG.DE", | |
| "TTK.DE", | |
| "VOS.DE", | |
| "WAC.DE", | |
| "WCMK.DE", | |
| "WSU.DE", | |
| "WUW.DE", | |
| "ZIL2.DE", | |
| "ZO1.DE", | |
| ] | |
| # LQ45 constituents at 2021/10 | |
| LQ45_TICKER = [ | |
| "ACES.JK", | |
| "ADRO.JK", | |
| "AKRA.JK", | |
| "ANTM.JK", | |
| "ASII.JK", | |
| "BBCA.JK", | |
| "BBNI.JK", | |
| "BBRI.JK", | |
| "BBTN.JK", | |
| "BMRI.JK", | |
| "BRPT.JK", | |
| "BSDE.JK", | |
| "CPIN.JK", | |
| "ERAA.JK", | |
| "EXCL.JK", | |
| "GGRM.JK", | |
| "HMSP.JK", | |
| "ICBP.JK", | |
| "INCO.JK", | |
| "INDF.JK", | |
| "INKP.JK", | |
| "INTP.JK", | |
| "ITMG.JK", | |
| "JPFA.JK", | |
| "JSMR.JK", | |
| "KLBF.JK", | |
| "MDKA.JK", | |
| "MEDC.JK", | |
| "MIKA.JK", | |
| "MNCN.JK", | |
| "PGAS.JK", | |
| "PTBA.JK", | |
| "PTPP.JK", | |
| "PWON.JK", | |
| "SMGR.JK", | |
| "SMRA.JK", | |
| "TBIG.JK", | |
| "TINS.JK", | |
| "TKIM.JK", | |
| "TLKM.JK", | |
| "TOWR.JK", | |
| "TPIA.JK", | |
| "UNTR.JK", | |
| "UNVR.JK", | |
| "WIKA.JK", | |
| ] | |
| # SRI-KEHATI.JK - Sustainable Responsible Investm | |
| SRI_KEHATI_TICKER = [ | |
| "AALI.JK", | |
| "ADHI.JK", | |
| "ASII.JK", | |
| "BBCA.JK", | |
| "BBNI.JK", | |
| "BBRI.JK", | |
| "BBTN.JK", | |
| "BMRI.JK", | |
| "BSDE.JK", | |
| "INDF.JK", | |
| "JPFA.JK", | |
| "JSMR.JK", | |
| "KLBF.JK", | |
| "PGAS.JK", | |
| "PJAA.JK", | |
| "PPRO.JK", | |
| "SIDO.JK", | |
| "SMGR.JK", | |
| "TINS.JK", | |
| "TLKM.JK", | |
| "UNTR.JK", | |
| "UNVR.JK", | |
| "WIKA.JK", | |
| "WSKT.JK", | |
| "WTON.JK", | |
| ] | |
| # FX Ticker | |
| FX_TICKER = [ | |
| "AUDCAD=X", | |
| "AUDCHF=X", | |
| "AUDJPY=X", | |
| "AUDNZD=X", | |
| "AUDSGD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "AUDUSD=X", | |
| "CADCHF=X", | |
| "CADHKD=X", | |
| "CADJPY=X", | |
| "CHFJPY=X", | |
| "CHFSGD=X", | |
| "EURAUD=X", | |
| "EURCAD=X", | |
| "EURCHF=X", | |
| "EURCHF=X", | |
| "EURCHF=X", | |
| "EURCZK=X", | |
| "EURGBP=X", | |
| "EURHKD=X", | |
| "EURHUF=X", | |
| "EURJPY=X", | |
| "EURNOK=X", | |
| "EURNZD=X", | |
| "EURPLN=X", | |
| "EURRUB=X", | |
| "EURSEK=X", | |
| "EURSGD=X", | |
| "EURTRY=X", | |
| "EURTRY=X", | |
| "EURUSD=X", | |
| "GBPAUD=X", | |
| "GBPAUD=X", | |
| "GBPAUD=X", | |
| "GBPCAD=X", | |
| "GBPCHF=X", | |
| "GBPJPY=X", | |
| "GBPNZD=X", | |
| "GBPUSD=X", | |
| "HKDJPY=X", | |
| "NZDCAD=X", | |
| "NZDCHF=X", | |
| "NZDJPY=X", | |
| "NZDUSD=X", | |
| "SGDJPY=X", | |
| "TRYJPY=X", | |
| "USDCAD=X", | |
| "USDCHF=X", | |
| "USDCNH=X", | |
| "USDCZK=X", | |
| "USDHKD=X", | |
| "USDHUF=X", | |
| "USDILS=X", | |
| "USDJPY=X", | |
| "USDMXN=X", | |
| "USDNOK=X", | |
| "USDPLN=X", | |
| "USDRON=X", | |
| "USDRUB=X", | |
| "USDSEK=X", | |
| "USDSGD=X", | |
| "USDTHB=X", | |
| "USDTRY=X", | |
| "USDZAR=X", | |
| "XAGUSD=X", | |
| "XAUUSD=X", | |
| "ZARJPY=X", | |
| "EURDKK=X", | |
| ] | |