Options Backtesting using Python

  • difficulty level Intermediate
  • English
  • 1037 Learners
  • Date: Nov 23, 2024
  • Time: 07:00 PM
  • Duration: 1 Hour

Introduction

Many traders struggle with effectively backtesting options strategies due to the complexities involved in handling options data, cleaning it for analysis, and evaluating the performance of strategy using real-world data.

 

Additionally, the lack of practical, hands-on experience with Python in backtesting can make the process seem daunting and overly technical.

 

To overcome this, we have curated a webinar where you will explore how to backtest options strategies using Python. You will learn how to set up, run, and analyze backtests to validate your trading strategies with real data.

 

You will also get to know the practical examples and walk through the process step-by-step, with live coding to demonstrate how to apply these concepts in Python.

Objective of the Webinar

  • Introduce the fundamentals of options backtesting.
  • Demonstrate how to clean options data for analysis.
  • Show how to implement options strategies in Python.
  • Explore risk management techniques in backtesting.
  • Evaluate performance metrics and analyze backtest results.
Akshay Choudhary

Akshay is a Quantitative Analyst at QuantInsti, working with the Quantra Research and Content Team. He holds a bachelor’s degree from IIT Kanpur and has prior experience as a Data Scientist at Jio. Akshay has a strong interest in options trading and market psychology, which helps him develop practical strategies for algorithmic trading.

What You Will Learn?

  • The step-by-step process of backtesting options strategies.
  • How to preprocess options data for strategy testing.
  • How to calculate key performance metrics.
  • Hands-on Python examples that can be directly applied to real-world trading.

 

Disclaimer: This session is solely for educational purposes. We are not advising any trading or investment ideas. We do not bear any responsibility for any trading losses you might incur as a result of using this learning content/ data/ indicators/ charting platform. The securities displayed, if any, are for illustration only and are not recommendatory. Please be fully informed regarding the risks and costs associated with trading in the financial markets. By signing up for this webinar, you agree to join the QuantInsti mailing list to receive updates and information. You can unsubscribe anytime using the link in their emails.

Materials to be shared with participants

Get started with Python for Options Trading through this free course created by NSE. Link: Options Trading Strategies in Python [Free Course by NSE Academy]

 

Check out the Backtesting Short Butterfly Notebook (user can sign up for a free preview and view this notebook) -
 
 
Get started from the basic course of Python:  Python for Trading: Basic course 

Prerequisites

Basic understanding of options and financial markets. Knowledge of Python, including Pandas Dataframe and Matplotlib, for visualisation and loops would be required. Learning Track: 8-Course Guide to Quantitative Trading for Beginners.

How to Participate

  • Step 1 : Click on ‘Book Your Seat !‘ button and book your seat for the webinar.

  • Step 2 : You will receive an email containing a link to join the webinar.

  • Step 3 : Click on the same link to join 15 minutes before the start of the webinar.

  • Step 4 : Checksystem requirements and do necessary configuration of your headphone/speaker and system volume.

loading