Equity Universe plus Options


I'm still getting used to the structure of programs in QuantConnect. I wondered if someone could help me with a couple of the fundamentals with combining Equity and Option trading.

I have set a Coarse and Fine Universe which defines the equities I am buying / selling. I would also like to add options to this that may or may not fall within the universe - for example, VXX.

Can I use self.AddOption("VXX") alongside self.AddUniverse(self.CoarseSelectionFunction, self.FineSelectionFunction) ? It does not appear to be working. If not, is there a way to manually add this option ticker so I can handle all my equity and option trading within the same OnData?

Thanks for your help


Update Backtest

Update Backtest


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.


This discussion is closed