Re:Show HN: Quantblocks - Backtest your trading strategies
by YuriNiyazov on Friday September 21, 2012 @04:57PM
(#4555741)
Do you guys have historical data for equity options?
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Re:Show HN: Quantblocks - Backtest your trading strategies
by fawce on Friday September 21, 2012 @11:10PM
(#4556988)
Hi Yuri, not yet. We are looking at different possibilities for expanding the dataset, and the most popular right now is futures. Equity options do come up often, and are a close second for market data.
However, we are actually more excited about adding non-market data, because we want to bring more talent to 'algorithmic investment'. We hope our community can create algorithms that make buy/sell decisions based on more than just liquidity - fundamentals, reported data, qualitative news and research content. In other words, automating more of fundamental analysis and investment.