I hope this is on-topic. I want to set-up a set of investment rules and back-test it on a mix of asset-classes. Thus I thought that using ETFs for the back-test would be a good idea (time series could be of good quality, I can actually invest in them).
I am using R with the package
quantmod and I find it quite annoying and difficult to search for ETFs and the (google/yahoo finance) symbols to get the price series.
It would be perfect to have something like this:
- I want e.g. European stocks, EM hard currency, corporate bonds
- ETF A covers the stocks, B EM HC and C Corporates
- the symbols are ...
How do you solves such problems?
EDIT: This is a quite beta website that groups ETFs by asset class and provides tickers ... I guess there is something better.