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does quantconnect support futures options?
i'm looking for a way to hedge tail risk for ES futures through the platform. any sugguestions if futures options are not available?
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Emilio Freire
Hi Tyler,
I'm looking for the same. Did you ever get an answer on this?
Thanks,
Emilio
CloudTrader
Hi
As far as I know, only equity options are supported. Index, ETF and futures options are not supported yet.
I am also trying to jump start futures analysis and strategy development on QC platform but documentations are not enough.
I really wish that QC would give derivatives higher priority next on their Backlog.
Emilio Freire
I agree with you.
Hopefully we can get some idea as to when they're planning to include futures options (if ever)?
Emilio
Jack Simonson
Hi All,
At this stage, we don't have any plans to offer futures options. If we do decide to include these then we'll be sure to keep the community updated.
Jack Simonson
You are not incorrect; you could do this but you would need to import it as custom data. You can find documentation about importing/using custom data here.
Manoj Agarwala
I am also looking to trade future options. Wondering if it is still not supported?
Manoj Agarwala
I just found out that Futures options support was added https://www.quantconnect.com/blog/release-notes-v9766-v9972/Â
Now I am looking for sample code. I am particularly interested in trading VX future options. Any help will be highly appreciated. Thanks.Â
Manoj Agarwala
I found the sample code here https://www.quantconnect.com/forum/discussion/12216/simple-stock-bond-strategy-hedged-using-vix-options/p1
Tyler Durden
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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