MesoSim v2.3: Crypto Options (BTCUSD, ETHUSD) Beta

We are releasing today the next version of our option backtesting service which adds beta support for Crypto Options traded in Deribit

The new instruments can be accessed via the BTCUSD, ETHUSD and SOLUSD symbols. Our historical goes back until 2019. 06. 01. for BTC and ETH, while Solana is available between 2022. 05. 09. - 2022. 12. 31. 

Please note that the offering isn't complete, we are still working on the following open items:

  • Commission to support Deribit's scheme
  • Data validation
  • UI and Template improvements

For further details, actual status of the project please reach out to the #crypto-options channel in our Slack.