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Seasons Greetings and Merry Christmas to all.
At this time of year, I like to give thanks for all the gifts over the past year, so I'd like to give a shout out of thanks to the QC staff. Big thanks to Jared Broad , Alexandre Catarino , Derek Melchin , Varad Kabade, Martin Molinero , and all the other team members behind the scenes that are working so hard on so many different workstreams. Quantconnect has been a game changer for so many of us, and without your efforts we wouldn't have made the progress that we have. Sincerely, thank you, for building (and continuing to perfect) such an amazing platform.
It's also the season for 'wish-listing', and I have one wish: to see Quantconnect, and this community, capitalize on the momentum of retail trading in options and crypto markets. The world and its financial markets have changed--in some regards, forever. I believe that retail options trading is only going to increase in prevalence, and competition will heat up between systematic trading platforms, to capture this market. The same goes for cryptocurrencies.
Here are some features I think will help further set QC apart from the (non) competition; some of which I believe are already in progress:
- Caching pre-calculated options greeks for each option contract so they're more easily accessible
- Offer Option data available at lower resolution (eg: hourly and daily --not just minute resolution)
- Daily option expiries s (eg: SPY and SPX expiring on Mon, Wed, Fri)
- Improved cloud IDE (eg VS Code editor. *wink* )
- Coarse and Fine Universe selection (or something similar) for crypto assets
Again, I know some of these are in progress, so thanks in advance to the QC team.
To all: thanks again for making this community what it is. Enjoy the holidays!
ekz
Jared Broad
Merry Christmas Ekz!
We're thinking of making a voting system where subscribers can vote with their subscription to help us prioritize the company bandwidth. It should be published early next year. We'd like to experiment with a hybrid QC-DAO kind of decision-making for the product roadmap.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
.ekz.
Looks like Christmas came right on time Jared Broad :)
Excited to hear the progress with daily options, AND pre-calculating greeks. ❤️.
Even more promising is this notion of a community voting system for prioritization --where we get to influence the roadmap. VERY excited about that!
Thanks for this bit of good news, and for all that you and the team do :)
Merry Christmas!
AK M
I also want to thank the quantconnect team for all their hard work.
Also a minor request: Can backtests be titled with numerical indices? Something like ‘Hyper-Active Sky Blue Giraraffe (17)’ to indicate what number backtest it is? I find that this helps when having multiple backtests open for a project.
Thanks again!
Steve Goswell
We absolutely second all of Ekz comments! Merry Christmas and sincere thanks to Jared and the team!
We're also interested in accessing the greeks… is there any data currently available in the .greeks (Greeks) property of the OptionChain object?
Varad Kabade
Hi Steve
We'll need to subscribe to all OptionContract objects to be filtered, as well as setting up an Option Pricing Model to calculate Greeks for each contract before filtering. We recommend going through the following threads[1, 2] for detailed examples regarding same.
Best
Varad Kabade
.ekz.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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