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In this tutorial, the speaker demonstrates how to download a list of ticker symbols in a CSV file and import it into Optima software. Optima already has built-in symbol lists, including indices and components like US sector indices, ETFs, and Russell 3000. However, users can also download a list of symbols that make up an ETF, such as the iShares Sox semiconductor index. The speaker shows how to download the list from the iShares website, open the file in Excel, and view all the components of the ETF.