Quant Trading Live Report

Backtesting option strategy automatically with future courses coming soon


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complex options backtesting strategy automatically with future courses coming soon


 


Two queries from newsletter subscribers

Hi Bryan,


Do you have any course module for backtesting any complex option strategies automatedly ?


If you have, please advise.


What I really need is to backtest my complex option trading strategy (more than 4 legs at a time).


 I have backtested manually for the last 5 years, and it proves has a decent return every year. Now, i want to automate the backtest. Since it needs a lot of time to bt option strategy manually.


But since you offer me, futures and option course, do you have backtested the strategy for the last 5 to 10 years and has high performance every year and high sharpe ratio ?


If you have please advise.



Try backtrader.com for backtesting in Python
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I would like to join the quant course.


How do I go about doing it?


 


 


http://quantlabs.net/blog/2018/02/complex-options-backtesting-strategy-automatically-with-future-courses-coming-soon/


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