Basic option strategy backtesting.

Hello folks,

Zorro newbie here. Just beginning to explore zorro but wanted to ask a question outright.

I think i can do this with zorro but wanted to confirm. Is it possible to do simple option strategy backtesting with zorro - things like verticals for example on instruments like SPY options for example without paying too much for data fees etc?


thanks for any info; and if there are examples already somewhere to get bootstrapped with.

ps: still going through the initial 4 vidoes for zorro and have to get started with manual but wanted to ask the quesiton outright.

thanks for your time in advance

-gariki

If you're only trading SPY, then you're in good luck because there happens to be free backtesting data for SPY, in the downloads section.

Johann wrote some blog posts on trading options with Zorro:
https://financial-hacker.com/algorithmic-options-trading/
https://financial-hacker.com/algorithmic-options-trading-2/
https://financial-hacker.com/algorithmic-options-trading-part-3/
https://financial-hacker.com/the-mechanical-turk/

Bon appetit!