Options data mining - Stock & Futures

Hi,

Please add the capability to back test or data mine algos with futures & stock options.  Conceptually it doesn't seem that difficult to add that feature, although the data set requirements are larger.  For example, SPX Put +1 4200 with expiration 90 days in the future (90 days to expiration).  Going long or short, with selection of the strike based on any of: delta, strike count, % otm, fixed value, or DTE.  Multi-leg strategies are just a summation of multiple single leg strategies.  Several products for back testing options are on the market, but none with the data mining features of SQX.  The ability to test on intraday time frames would be unique in this space.  Data cost could be an issue, but with the ability for users to optionally import data from CBOE, that cost input can be placed on the user, not on a subscription.
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  • Votes +8
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

History

BT
#1

EndUser

09.03.2022 15:20

Task created

BT
#2

EndUser

09.03.2022 15:20
Voted for this task.
GF
#3

gary.formanek@gmail.com

09.03.2022 15:40
Voted for this task.
zs
#4

m.skoluba@gmail.com

09.03.2022 16:59
Voted for this task.
E
#5

Emmanuel

10.03.2022 04:04
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y
#6

ytu

10.03.2022 06:06
Voted for this task.
Bt
#7

beetrader

12.03.2022 11:58
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b
#8

bentra

15.03.2022 03:54
Voted for this task.
a
#9

abraham-mateo

14.04.2022 18:20
Voted for this task.

Votes: +8

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