Options data

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Is there anyway to model second level options data? We have been running a live algo for some time now that has incredible results on the back test, over 2000% percent during less than a 5yr period. That backtest though is using minute level data for options. When running live, we are using second level data for options, and we seem to be getting stopped out and algo is getting erroneous entries. Is there anyway to model second level data for options to backtest it? We're also open to running it live using the minute level data for options; but our results were worse than they are now that we're using second level data. How accurate are the backtests? Thank you. 

Maurice

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Hi Maurice,

We only currently support minute-level data for options.

The backtests are quite accurate. For discrepancies between backtests and live trading, refer to our Live Reconciliation documentation.

Best,
Derek Melchin

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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.


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.


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