Options Data Error by Zhen Liu

SPY Put 150821P00145000 is priced at $57 on 8/20, while the market price of SPY was 185. Seems an error to me. Thanks.

Hi Ryan Bell ,

It is not possible to perform a full backtest in a notebook.
The PSR is not available at the "algorithm level", it belongs to the "engine level" in the result handler. After we run the backtest, its final value and a rolling window are available in the results json file.

What is the objective of testing using a small data slice? If we know that we give a concrete answer.

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