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Forums>StrategyQuant>General Discussion>Strategy Quant for Options trading.

  • #262536 |
    109 Posts

    I’ve been having a good time using SQX, learning a lot and appreciating all the effort that has gone into it.  Great work Mark,  Tomas and team.

    I’m curious to know: has the team considered strategies for trading options?

    Outside of my algo exploration, I trade options, as do many millions of new covid-era retail traders in the US.

    It would be fantastic if one could generate options strategies in SQX. I would imagine the building blocks would include different spreads (calendar, vertical, etc) , entries and exits, the ability to roll contracts,  etc.

    Eg: Playing a call debit spread  at the 50MA/200MA crossover, with strike price targets that have 80% chance of being reached (by the underlying stock) before a 7-Day expiration date.

    The plumbing / infrastructure already exists in SQX to add this functionality, but I imagine one big challenge would be the terabytes of storage that would be needed to hold options history.

    If options were something the team would pursue, perhaps the options product would be SaaS/ cloud based, and the backtest data would not be stored locally.

    Anyways, this is just a thought. Is this something the team has plans to do? If not, would you consider it?

    1827 Posts


    as mentioned backtesting options is tricky with huge amount of data required but we are generally not against the idea of implementing this into SQX. We would like to see requests and interest from our users too

    109 Posts

    Thanks for your response.

    Yeah the data is a problem. You could potentially partner with a provider like, though.  My broker, Tradier, does.

    I’m in touch with the founders and can make an introduction some day in the future, if you guys are interested.

    I hope this community takes an interest.

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