I think the tutorial section is very helpful. I started from the covered calls and changed the resolution from 'Minute' to 'Daily'. Once I did that the backtest returned zero execution. The options need minute resolution? Is anyone else experiencing the same issue?
Jared Broad
See quantconnect.com/data for more information
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Houman Dehghan
Wouldn't this make the backtests substantially slower? A covered call which doesn't need minute resolution has to run every minute right?
Jared Broad
as it only subscribes to 1 minute contract instead of all of them
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.
Houman Dehghan
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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