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Options and Python

Hi all,

I am very new to QuantConnect, was just wondering if Python engine and the options are operational. I started playing with simple Python algos but even simple backtests take a long time to run. Is this everyone's experience? 

Update Backtest








And if it is, does anyone have a script or tutorial on options backtesting? 

Many thanks,

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We do not have as many working examples written in python as in C#, but there are as many code snippets in the documentation. Also, most of the tutorials from our Algorithm Trading Team has been written in Python. The team will get into Options and Furures ASAP!

I have attached a project with the BasicTemplateOptionsAlgorithm.
It ran as fast at the C# version with 288k data points per second. 

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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





0

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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