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Option strategy

Hi,

I have an option trading strategy that I want to implement on Quant Connect. Before I invest time on this, I would appreciate if someone could answer following:

1. Is option data available?

2. Can I query historic option data? Say for example past 30 day prices?

3. Do you provide implied vol data?

- Reverter

Update Backtest








Futher to above, I want to implement strategy in python. Are following packages available? 

1. sklearn

2. statsmodels

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Hi Vol; Currently only LEAN supports options backtesting and but we are preparing the website to support it now. We don't have an ETA at this time as its an enormous amount of data! :)

We're using iron python which doesn't have a lot of the typical python libraries but Alex is working on adding them.

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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.


Update Backtest





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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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