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Louis Szeto 39bfbccd44
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Add Protective Collar to Option Strategies (#8025)
* Add Protective Collar Option Strategy

* Add buying power model for Protective Collar

* Add unit test for Protective Collar

* Add regression test for Protective Collar

* Add unit test on position group buying power

* allow same strike for later abstraction

* minor bug fix

* Set up conversion option strategy

* add margin requirement

* add unit tests

* Add regression test

* add reverse conversion definition

* add reverse conversion and refactor conversion/collar margin model

* added/modified unit tests for conversion/reverse conversion

* minor bug fix on unit test, add regression test

* Address peer review

* update new set of IB testing data
2024-06-03 12:38:52 -03:00
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