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Hi All,
I'm currently using option chain provider to add specific contract into the universe. However, I don't know how to fetch the Greeks using this method, there seems to be no documentation on that. Does anyone have any idea?
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Hi Ethan,
We need to apply a new instance of an indicator for each symbol in a universe. It's not possible to apply one indicator to multiple symbols.
With a dynamic universe, we can't use the shortcut methods (self.MACD) when creating indicators for the securities. Instead, we must use the full class name (MovingAverageConvergenceDivergene) and keep it updated with a consolidator. This is because we can't unsubscribe the indicator created with the shortcut method when the security it's applied to is removed from the universe. As a result, we recommend following the format of the examples listed above.
Best,
Derek Melchin
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Cole S
Hi There,
You need to set the Price Model and also warm up the algorithm long enough for the Greeks to get calclulated. Here's a thread that discusses:
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Urnotdhc
Hi,
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Urnotdhc
Hi Alex,
Thank you for the sample, this is really helpful.
Best,
Urnotdhc
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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