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Is any BootCamp / Tutorial / BoilerPlate for options backtesting?

Please, Is any BootCamp / Tutorial / BoilerPlate for options backtesting?  

In addition to the basics, I would like to understand how to place orders with a delta, ask for the implied volaity, and set stop lost to either at a stock price or option price. 

Do you have templates/boilerplates to place spreads and Iron Condors?

Thanks and regards!!! 

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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.


They really should make this! Options has a lot of quant potential and many strategies have been 'if this then that'-ed by the people at tastyworks with their research

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Hey Antonio,

We will be working on an options bootcamp soon, but in the mean time you can access the option data library in the documentation details how options data work on Lean. There is also a tutorial series on options. You can find a basic template options algorithm on the QuantConnect Option API page of the tutorial.

This thread as a few examples on using greeks to trade options.

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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.


Awesome! I really appreciate the guidance! I look forward for the Options Boot Camp.  Regards

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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.


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