Options
Options
Does anyone know if tblox is capable of performing simulations using historical option series data? I would think that if they were added to the futures dictionary, or if a new dictionary were added, this could be done.
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Tim Arnold
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If you have a series of option pricing data, it can be tested as such the same way stocks are tested. If you need a dollars per point of anything other than $1, then you should load the data as a future.
Just create the appropriate entry in the futures dictionary if you want to do this way.
To load as a stock is fairly easy, since the stock dictionary is optional anyway. But again, you would need to determine if the P&L for the trades is correct or not.
Just create the appropriate entry in the futures dictionary if you want to do this way.
To load as a stock is fairly easy, since the stock dictionary is optional anyway. But again, you would need to determine if the P&L for the trades is correct or not.