cover
  • Profile
  • Backtests
  • Community

Biography

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (0)

View More

Community

View More

Nathan started the discussion Options and underlying splits

Hello, I am new to Quantconnect, mainly interested in options trading, trying to asses whether its...

1 years ago

Nathan started the discussion Synchronization of data

Hello,

1 years ago

Nathan started the discussion Combining entry order with stop loss

Hello,

1 years ago

Nathan started the discussion Total delta of portfolio

Hi,

1 years ago

Nathan started the discussion P&L calculation when backtesting options

Hi I made a very simple experiment - purchased 1 put option few days before expiry and ran a...

1 years ago

Nathan started the discussion Options and underlying splits

Hello, I am new to Quantconnect, mainly interested in options trading, trying to asses whether its...

1 years ago

Nathan started the discussion Synchronization of data

Hello,

1 years ago

Nathan started the discussion Combining entry order with stop loss

Hello,

1 years ago

Nathan started the discussion Total delta of portfolio

Hi,

1 years ago

Nathan started the discussion P&L calculation when backtesting options

Hi I made a very simple experiment - purchased 1 put option few days before expiry and ran a...

1 years ago

Nathan started the discussion Researcher seat

I am in the process of evaluating Quantconnect for my needs. I would like to avoid the 20 sec delay...

1 years ago

Nathan started the discussion Getting all strikes of option chain

Hi, 

1 years ago

Nathan started the discussion Accessing data from option symbol

Is it possible to access the current ask and bid price of the option from the symbol object?

1 years ago

Nathan left a comment in the discussion Accessing data from option symbol

I see many cases that OptionChainProvider, in a certain date, provides option symbols which I...

1 years ago

Nathan left a comment in the discussion Getting all strikes of option chain

Any response to my last question please?

1 years ago

Nathan left a comment in the discussion Getting all strikes of option chain

Is it possible to access the current ask and bid price of the option from the symbol object?

1 years ago

Nathan left a comment in the discussion Getting all strikes of option chain

Or otherwise, how can the Option Contract objects be retrieved from the Option Symbol object?

1 years ago

Nathan left a comment in the discussion Getting all strikes of option chain

Ok 

1 years ago

Nathan left a comment in the discussion Getting all strikes of option chain

I tested your suggestion to use the OptionChainProvider it provides indeed many options however...

1 years ago