Hi all,
I want to backtest some strats on bond options (ZN and ZB). Before buying expensive data and investing considerable time and resources into it, I’d like to do some quick tests of my investment thesis
Questions:
-does it make sense to run backtests on ETFs like TLT and IEF (have data for them ready) ?
-next step would be to use historical vol surface. Just looked at Quandle and unfortunately they don’t have vol surface for ZN and ZB. Do you know of other data providers ?…