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Marty started the discussion Am I Reading Greeks.Theta Correctly?
I am backtesting an algorithm with a 60-day warmup that is seeing bizarre theta values.
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Hi Louis, this is a gentle nudge for guidance. I posted a clarifying question a few days ago....
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Loius,
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Thanks for following up. The following code produces some weird theta values, or I could be reading...
Marty started the discussion Am I Reading Greeks.Theta Correctly?
I am backtesting an algorithm with a 60-day warmup that is seeing bizarre theta values.
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Louis, what are you seeing that leads to the conclusion that this is a 0 DTE option?
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Hi Louis, this is a gentle nudge for guidance. I posted a clarifying question a few days ago....
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Loius,
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Thanks for following up. The following code produces some weird theta values, or I could be reading...
Marty left a comment in the discussion Could not open my projects (Chrome on iPad)
What is the preferred approach here? I cannot get QC development to work on Mac or iPad. Why does...
Marty left a comment in the discussion Avoid Options Automatic Exercise
I am new to Quantconnect but not coding nor automated trading. Is it possible with Quantconnect to...
Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?
Louis, what are you seeing that leads to the conclusion that this is a 0 DTE option?
1 years ago