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How to backtest options strategy? How to add options data to MySQL database from csv? #166

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Amol-Gupta opened this issue Jan 10, 2021 · 0 comments
Open

How to backtest options strategy? How to add options data to MySQL database from csv? #166

Amol-Gupta opened this issue Jan 10, 2021 · 0 comments

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@Amol-Gupta
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Hi
I have 1 min weekly options data for 4 years. How can I use that data/ push it to MySQL table? What is the schema?

How can I backtest options strategy over a long span when options will expire each week? How do I select the option with the nearest expiry?
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@Amol-Gupta