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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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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...

2 years ago

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

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...

3 years ago

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...

3 years ago

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...

3 years ago

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...

2 years ago

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

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...

3 years ago

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...

3 years ago

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...

3 years ago