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From the documentation, I thought that options data begins at 1 Jan 2010, but when I run a backtest of a simple cash-secured puts strategy from 1 Jan 2008, it looks like testing does happen. Is there something wrong with this data? Is that why the documentation says options data begins 1 Jan 2010? If it matters, I'm using SPY as the underlying.
It seems like options data is available before 2010. Is the data before 2010 reliable?
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Hey Victor!
Every other security is best after 2010 but we did some manual work to get SPY back to 2008.
Best
Jared
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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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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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