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Options and Quant API

sdepiets

23 Mar, 2010 10:34 AM via web

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Hi,
do you intend to provide backtesting on options and a quant API in a near future ?
The Technical Analysis part is very well developped and one of the best I've seen for programmers
but many other tools offer similar features.

Sincerly yours,

1. Support Staff 2 Posted by Mathieu on 23 Mar, 2010 10:46 AM

   

   Hi,

   We currently do not have short term options plan, but we expect to get it done at some point, maybe on our mid term plan.

   Regarding the quant api you are talking about, could you be more specific on what you expect to see appear on Algodeal? Do you mean an option pricing library and the likes, or do you have something else in mind?

   Thank you for feedback anyway. We really appreciate getting the feelings of our customers on the product and missing functionalities to better drive our development plans and fit their expectations.

   Mathieu

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2. 3 Posted by sdepiets on 23 Mar, 2010 11:07 AM

   

   Hi Mathieu,
   I understand that the low liquidity and the particular mechanism of options (especially in France) makes them hard to implement.
   I'm still a newbie in QuantFinance so I intended to practice it developping my own API but the thing is as there is no derivatives yet there is no use case of QuantFinance.
   Something like QuantLib or JQuantLib should be fine (but I've never actually used them).

   Simon

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3. David closed this discussion on 08 Apr, 2010 01:43 PM.

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