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Quantopian and options trading

Does Quantopian API provide any support for buying/selling options and any backtesting historical data for call/put options?

6 responses

did you ever find out ? I am currently seaching for the same answer

According to the FAQ they do not currently support options, but are looking for feedback on what to support going forward. I, for one, would very much like to see options trading and backtesting support added to the platform! (Of course, historical options prices would be needed as well)

+1 for options trading.

Without options, my algo will be open to downside.

I would like to hedge any open equity position by using a forward contract dependent upon a number of factors:
- the size of that position
- the time that position is held
- the amount of gain/loss that position has over that time
- the volatility in the broader market
- upcoming earnings
- etc.

I agree with you all. Without options, it seems limited for no good reason. Especially useful would be after hours index option trading, like the ES. Look at these huge premarket gaps. How nice to trade those!

Was this option data there now? Understandably the data has challenges to be collected and cleaned up.