Option Strategy Updates

[DerekMelchin]

Expected Behavior

• The Bear Call Ladder and Bull Call Ladder pages use the CallLadder universe filter.

• The Bear Put Ladder and Bull Put Ladder pages use the PutLadder universe filter.

• The Jelly roll and Short jelly roll pages have Payoff charts

• All the Example sections use their respective Option strategy universe filter.

• The page titles consistently use long/short

• "(By the way, in the QuantConnect Documentation Writing Algorithms BearPutSpread is confused with BullPutSpread and vice versa. The code examples on Git are correct. But that's just a side note.)"

• The subscripts are easy to read

• The text on the Long Iron Butterfly page should be reviewed. (Strategy Payoff calls it "long call butterfly" and the Example even calls it "short iron butterfly")

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• Issues with latex:
  • The first 4 should all start with "Market value..."
  • Payoff_T should be Payoff_T1, right?
  • C_0^(T1) should be C(T_0)^(T_1), right?
  • There is no point in defining just T because T (with no subscript) is never used

Actual Behavior

• Undocumented

Checklist

• [x] I have completely filled out this template
• [x] I have confirmed that this issue exists on the current master branch
• [x] I have confirmed that this is not a duplicate issue by searching issues

[LouisSzeto]

fixed through commit cdfe0862794193ece8c7b0d2421c90341fe73ab1