mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
2.84k stars 851 forks source link

Can I use QSTrader for backtesting options? #326

Closed bryanbmb closed 4 years ago

bryanbmb commented 4 years ago

If I have historical options data, can I use QSTrader to perform backtests on options?

mhallsmoore commented 4 years ago

Hi @bryanbmb,

At this stage QSTrader only supports long-only trading of cash equities and ETFs.

Kind regards,

Mike.