github-featured / quantconnect--lean

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    Option Strategy: Jelly Roll & Ladder (#8092)

    frostbyte_neo 发布于 2024-06-27 18:58:06 +00:00 | 821 次提交 在此版本后已推送到 master

    • Define Jelly Roll

    • Margin Model

    • Add universe filter

    • unit tests

    • add regression tests

    • add definitions

    • universe filter

    • margin model

    • unit tests

    • bug fix

    • unit tests

    • regression tests

    • typo

    • peer review

    • peer review 2

    • bug fix, address peer review

    • minor fix

    • Fixes middleStrike Parameter Description

    The "middle strike" instead of "with higher/lower" to match the parameter description with name.

    Co-authored-by: Alexandre Catarino AlexCatarino@users.noreply.github.com

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