Louis Szeto c049a35121 Add Option Gamma, Vega, Theta, Rho Indicator (#7830) ...

* Add gamma indicator

* add helper method

* add unit tests

* add in regression tests

* Address peer review

* add vega indicator

* add theta and rho indicators

* Address peer review, refactor

2024-03-11 10:32:36 -03:00

..

Alphas

Alpha Streams Improvements. Python Imports (#5874)

2021-08-24 11:15:48 -03:00

Execution

FreePortfolioValuePercentage Trailing Behavior (#7272)

2023-05-25 18:48:04 -03:00

Portfolio

Expire Instead of Clear Insights In Base PCM In OnSecuritiesChanged (#7251)

2023-05-18 11:20:17 -03:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

Risk

Alpha Streams Improvements. Python Imports (#5874)

2021-08-24 11:15:48 -03:00

Selection

Add missing constructor in OptionChainedUniverseSelectionModel (#7741)

2024-02-05 15:56:29 -03:00

CandlestickPatterns.cs

Use IBaseData in type constraints

2016-11-09 09:20:16 -05:00

ConstituentUniverseDefinitions.cs

Add ConstituentUniverseDefinitions

2019-11-21 12:28:51 -03:00

DollarVolumeUniverseDefinitions.cs

Adds ETF(...) to UniverseDefinitions (#5873)

2021-08-25 11:22:31 -03:00

INotifiedSecurityChanges.cs

Address reviews

2019-04-03 21:55:44 -03:00

QCAlgorithm.cs

Manual option contract addition for delisted underlyings error (#7799)

2024-02-21 09:02:07 -04:00

QCAlgorithm.Framework.cs

Future and option universe selection improvements (#7313)

2023-06-13 10:32:26 -03:00

QCAlgorithm.Framework.Python.cs

API Reference for docs v2 (#6098)

2021-12-08 16:25:36 -08:00

QCAlgorithm.History.cs

Fix bug in GetLastKnownPrices() method (#7649)

2023-12-29 13:24:18 -03:00

QCAlgorithm.Indicators.cs

Add Option Gamma, Vega, Theta, Rho Indicator (#7830)

2024-03-11 10:32:36 -03:00

QCAlgorithm.Plotting.cs

Rename Daily Performance Index Name (#7752)

2024-02-05 15:42:35 -03:00

QCAlgorithm.Python.cs

Risk-Free Interest Rate Model (#7594)

2023-11-22 16:17:34 -04:00

QCAlgorithm.Trading.cs

Invalidate option orders during a stock split (#7550)

2023-11-01 17:07:04 -03:00

QCAlgorithm.Universe.cs

New Fundamental Data (#7490)

2023-10-25 15:47:42 -03:00

QuantConnect.Algorithm.csproj

Update pythonnet version to 2.0.28 (#7821)

2024-03-05 11:30:40 -04:00

UniverseDefinitions.cs

Fix bug in UniverseSelection.Top() method (#7647)

2023-12-28 14:49:30 -03:00