Back

Using Greeks

Hello Team Quantconnect & all the other users

I'm using your platform with several accounts and I've noticed that the backtesting with the options greek is incredibly slow. I really would like to include them in my strategies but a single backtesting takes me around 30-45 min. I'm using "AddOption" to select the greeks. Simultaneously, I'm using a similar strategy without the greeks via "OptionChainProvider" without having long waiting time for backtests. 

Is there a possibility to use greeks via the "OptionChainProvider"? If not, is there way to accelerate the backtests when using the greeks via "AddOption"?

Thank you for your efforts in advance!

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.


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.


Loading...

This discussion is closed