Commit Graph

4 Commits

Author SHA1 Message Date
quant1729 cf8163fc3a Refactored option/future universe filters for performance improvements and versatility 2016-12-29 11:44:15 +01:00
quant1729 dd062d777b Added data normalization settings in option algos 2016-10-26 21:51:50 +02:00
quant1729 bf6671fb12 Minor fix of BasicTemplateOptionStrategyAlgorithm.cs 2016-10-05 16:54:33 +02:00
quant1729 d85b2cf83d Added support for multiple exchanges in Market.cs and IB files
Fixed bug with margining
Added options and futures algos that I currently use for tests
2016-10-05 12:02:33 +02:00