A hack to enable options data generation and backtesting in QuantConnect Lean
-
Updated
Jul 14, 2022 - HTML
A hack to enable options data generation and backtesting in QuantConnect Lean
Quant machine for S&P 500 (Annualized return: 20.60%; Sharpe ratio: 1.06; Sortino ratio: 2.05; Calmar ratio: 1.05)
📈 A simple backtester for OHLC data
Add a description, image, and links to the backtest topic page so that developers can more easily learn about it.
To associate your repository with the backtest topic, visit your repo's landing page and select "manage topics."