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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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J. left a comment in the discussion Option combo margin calculation

Very important to solve this issue!  Cannot get accurate sharpe, algo valuation, etc as a result

5 years ago

J. left a comment in the discussion Option combo margin calculation

Very important to solve this issue!  Cannot get accurate sharpe, algo valuation, etc as a result

5 years ago