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Currently writing a Master Thesis, Could I use Quantopian ?

Dear all,

I am currently writing a master thesis on Variance Swap and I was wondering if Quantopian offers possibilities to backtest a strategy with Variance Swap?

Best Regards,

1 response

It depends on what you're trying to do.

If you're trying to simulate the a strategy that buys and sells variance swaps, it's not something that is easily done on Quantopian. We only support the buying and selling of US equities, and, imminently, US futures.

On the other hand if you're trying use Variance Swap data as a some sort of trading signal of securities that we do support, or if you're even doing some analysis of Variance Swap data on our research platform, Quantopian will be a good place for that. Both of these possibilities are bring-your-own-data, though; we don't have the data natively.


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