Hi does any one know if Vix futures are availble yet for example vx1 & vx2, and can we trade on them?
QUANTCONNECT COMMUNITY
Hi does any one know if Vix futures are availble yet for example vx1 & vx2, and can we trade on them?
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HC
Push. I want to know too. I see you can use get the nearest contract from future chain like thisÂ
https://www.quantconnect.com/forum/discussion/4307/vix-future-data-available
but it's kinda hard to use and I'm not sure if they're exactly the same as vx1 vx2?
or it can be imported from Quandl?
Shile Wen
Hi Hc,
I strongly recommend using our built-in futures, which can be added using self.AddFuture(Futures.Indices.VIX), and we get can VX1 by getting the first contract by expiry and get VX2 by getting the second contract by expiry. I've created a simple example, which can help you get started, in the attached backtest.However, if you want to use VX1 futures data from Quandl, I've also shown this in the attached backtest.
Best,
Shile Wen
Michael Lu
Hi Shile
How do I use that feature inÂ
Richard M
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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