Files
quantconnect--lean/Algorithm
Martin-Molinero 12644f8b2a Minor fixes for IndicatorHistory and IV (#8174)
* Minor fixes for IndicatorHistory and IV

- Minor fix for IndicatorHistory, use ScaledRaw data normalization mode
  for option indicators. Adding unit test
- Expand the IV expected upper range to 400%, given values can be higher
  than previous value of 200%
- Adjust IV to use smoothing function only when both option calculations
  succeed

* Updating regression algorithm expected greeks, minor change
2024-07-09 10:54:55 -03:00
..
2019-04-03 21:55:44 -03:00
2024-04-05 17:43:25 -03:00