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tb started the discussion Futures options strangles
I'm looking to backtest a strategy using futures options strangles but it has been a long time...
tb left a comment in the discussion Simulated option assignment before expiration - Automatic Assignment
Thanks for the response. Is the trick then how you have specified the securities to liquidate? Is...
tb left a comment in the discussion Short Strangle delta x example needed. Thanks
Halldor Andersen can you address the second part of her question? I too am seeing this problem of...
tb left a comment in the discussion Simulated option assignment before expiration - Automatic Assignment
I understand the need to make developers consider such eventualities (though the amount of...
tb started the discussion Futures options strangles
I'm looking to backtest a strategy using futures options strangles but it has been a long time...
tb left a comment in the discussion Futures options strangles
The c# example from that page doesn't quite compile but I was able to use it to get past that...
tb left a comment in the discussion Simulated option assignment before expiration - Automatic Assignment
Thanks for the response. Is the trick then how you have specified the securities to liquidate? Is...
tb left a comment in the discussion Short Strangle delta x example needed. Thanks
Halldor Andersen can you address the second part of her question? I too am seeing this problem of...
tb left a comment in the discussion Simulated option assignment before expiration - Automatic Assignment
I understand the need to make developers consider such eventualities (though the amount of...
tb left a comment in the discussion Futures options strangles
The c# example from that page doesn't quite compile but I was able to use it to get past that...
2 years ago