Add docs on Option Indicators and related concepts - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

https://www.quantconnect.com/docs/v2/

Apache License 2.0

171 stars 135 forks source link

Add docs on Option Indicators and related concepts #1635

Closed LouisSzeto closed 6 months ago

LouisSzeto commented 6 months ago

Description

Add docs page on IV and option Greeks modeling
Add IV & Greeks indicator usage page
Add pointer to new pages in option model pages in reality modeling
Rerun code generator to generate update API reference and indicator reference pages

Related Issue

closes #1608

Motivation and Context

New type of indicators: Option Indicators implemented in LEAN

Types of changes

[ ] Bug fix (non-breaking change which fixes an issue)
[ ] Refactor (non-breaking change which improves implementation)
[X] New feature (non-breaking change which adds functionality)
[X] Non-functional change (xml comments/documentation/etc)

Checklist:

[X] My code follows the code style of this project.
[X] I have read the CONTRIBUTING document.
[X] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>