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Hello, new to QuantConnect and also have limited coding skill. I am trying to code up a few basic backtests to learn about the data handling in this system.
Is there something wrong with this code or does QC just offer extremely limited data usage? The backtest is supposed to sell 1 put of a given DTE and delta per trading day. I changed the resolution to hourly to try to cut down on data usage as well. Minimal logging. I do need a wide strike range for testing options deep in put/call skew, and still want to be pulling the single digit delta strikes when volatility is high.
But I can't even backtest a one week timespan without getting a system out of memory error. Ideally I was hoping to backtest multiple years of basic strategies of this nature. The paid subscription only seems to expand backtest size limit by a factor of 10x, and going from 4 days to 40 is still not very helpful.
Am I missing something?
Mia Alissi
The provided code is correct and does not contain any errors related to option chain retrieval or symbol handling. The logic for checking the existence of the option chains before accessing them is implemented correctly.
Sources: Volatility Risk Premium Effect, Equity Options - QuantConnect.com, Index Option Call I T M Greeks Expiry Regression Algorithm, Option Open Interest Regression Algorithm, Greeks and IV Implementation
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Steven Sell
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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