Dear all,
I am currently writing a master thesis on Variance Swap and I was wondering if Quantopian offers possibilities to backtest a strategy with Variance Swap?
Best Regards,
It depends on what you're trying to do.
If you're trying to simulate the a strategy that buys and sells variance swaps, it's not something that is easily done on Quantopian. We only support the buying and selling of US equities, and, imminently, US futures.
On the other hand if you're trying use Variance Swap data as a some sort of trading signal of securities that we do support, or if you're even doing some analysis of Variance Swap data on our research platform, Quantopian will be a good place for that. Both of these possibilities are bring-your-own-data, though; we don't have the data natively.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.