Additional Option Strategies - Githubissues

QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect

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

Apache License 2.0

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Additional Option Strategies #1780

Closed LouisSzeto closed 3 months ago

LouisSzeto commented 4 months ago

Description

Add/Modify tutorials on the following OptionStrategies:

ProtectiveCollar
Conversion
ReverseConverison
BoxSpread
ShortBoxSpread

Related Issue

NA

Motivation and Context

newly added feature 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)
[ ] 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>

LouisSzeto commented 4 months ago

Note: it is not ready and still dependent on https://github.com/QuantConnect/Lean/pull/8025 to add examples to the related 3 strategies