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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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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

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...

2 years ago

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...

2 years ago

Yayaya left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.

MatteMatto , thanks for your sharing!

2 years ago

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

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...

2 years ago

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...

2 years ago

Yayaya left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.

MatteMatto , thanks for your sharing!

2 years ago