QUANTCONNECT COMMUNITY
Hi All,
I've just getting strated on seriously looking on options trading in QuantConnect. So far i'm really impressed.
I'm still learning, but hopefully i can contribute on growing Options Trading Community on QuantConnect. I've just written a blog post about my journey finding QuantConnect. Hope this be usefull for the community.
Cheers
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 
Akash
Really Appreciated Your post.
Could you help in tweaking the code little bit.I need to make consolidation bar of 30 min each for 1st 1 hour of market opening and get the strike price based on it.
Like if current bar.high>previousbar.low,use strike price as previous bar.low .
I am really facing tough time to get through it.
Jared Broad
That's a great start Welly! Since options are minute data I suggest adding minute MSFT. Not sure it'll make a difference as LEAN might automatically add the minute MSFT it needs.
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.
Welly Tambunan
Hi Jared Broad,
Previously i try to use minutes data in equities and options but it's become very slow. So i start using another approach using OptionChainProvider.
Is that ok if it's stay daily ?
Derek Melchin
Hi Welly,
The correct resolution to use for the MSFT stock would be minute. As can be seen in the attached backtest, using daily resolution causes the algorithm to make different trades.
Best,
Derek Melchin
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.
Welly Tambunan
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!