QUANTCONNECT COMMUNITY
Hi,
I've recently started working with the Framwork and have been able to extend the classes for different Alpha models and risk management models. Kudos on that, it was very easy. It seems very doable, but I'm wondering if anyone has extended the framework for options trading. Also, are there examples of universe selection for options?
Thanks in advance,
Robert
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.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Jack Simonson
Hi Robert,
We have examples of using Options in a Framework Algorithm here and here. When an algorithm adds an Option and sets a filter for it, this returns a Universe of Options, but there is a way to combine Options contracts and Equities using Universe Selection. Take a look at the backtest I've attached for an example of this.
Superbobrot
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!