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Yayaya left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
But the backtest codes above indeed show there are “No CHAINS” for SPX 0 DTE, despite there may...
Yayaya left a comment in the discussion [Question] Why option greeks need warm up?
I really think Xi.J.L is correct. QC may use realised volatility for greek computation which may...
Yayaya left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.
MatteMatto , thanks for your sharing!
Yayaya left a comment in the discussion Interactive broker option pricing model
Actually, it would also be easier in live trading: LEAN can directly pass the Broker's Provided...
Yayaya left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price
But the backtest codes above indeed show there are “No CHAINS” for SPX 0 DTE, despite there may...
Yayaya left a comment in the discussion [Question] Why option greeks need warm up?
I really think Xi.J.L is correct. QC may use realised volatility for greek computation which may...
Yayaya left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.
MatteMatto , thanks for your sharing!
Yayaya left a comment in the discussion Interactive broker option pricing model
Actually, it would also be easier in live trading: LEAN can directly pass the Broker's Provided...
2 years ago