Hi,
Are there no options data available for backtesting. How would one look at backtesting options strategies with blueshift.
Alternatively, is there a way data from our side can be used ?
Thanks
Siddhant
Hi Siddhant, we do have options data available with us, but have not made it available online.
The reason is we are yet to figure out an acceptable way to make it available for research and backtest on the platform. It is easy for us to make this data available by tickername-strike-expiry combo, but that defeats the purpose of what most quant researches will be looking for. This project is in our workbook and we will certainly make this available, in a more proper way. But that may take us a while.
Thanks for the quick response.
I believe for a start if we are able to get it in the format of ticker-strike-expiry that would be decent. A lot of basic strategy testing can be possible with that information.
Or any way for us to be able to upload CSV based sheets ?
Cheers
Siddhant