How to Use RUT index Option For BAcktesting
QUANTCONNECT COMMUNITY
How to Use RUT index Option For BAcktesting
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.
Mia Alissi
Based on the information provided in the extracts, it appears that QuantConnect currently does not support backtesting for index options like RUT or SPX. A user named CloudTrader mentioned in a forum discussion that only equity options are currently supported but index options are not yet. There is a GitHub issue for implementing this feature, which was opened by Jared Broad, the CEO of QuantConnect.
However, you can still perform backtesting on other assets using QuantConnect's LEAN engine. If you are new to Python programming, you can start by looking at some sample code in QuantConnect's open-source repository and the Documentation section on options data.
To learn the API, you can work through the Boot Camp lessons, which will give you a good introduction and help you build the skills necessary to work with trading options on the platform.
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.
Ujjval
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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