I am new to the community, currently I am trying to use option data to construct a long short portfolio. Is there a template I can refer to?
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I am new to the community, currently I am trying to use option data to construct a long short portfolio. Is there a template I can refer to?
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Yiyun Wu
Hi Hugo,
Thanks for asking. Here is the document to find out how to apply option data. And there are some strategy examples in the strategy library, for example Option Expiration Week Effect strategy. It will be better if you can provide more details about your strategy and please feel free to ask if you need more help.
Hope this helps!
Hugo Liu
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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