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finance

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dash
Lean
AlexCatarino
AlexCatarino commented Apr 15, 2021

Expected Behavior

Lean should include a basic template for every security type.

Actual Behavior

Missing BasicTemplateFutureOptionsAlgorithm

Potential Solution

Add C# and Py BasicTemplateFutureOptionsAlgorithm. Since it's an Options algorithm, it should include Greeks and Implied Volatility. I think this GH issue might lead to others, because of the setting of `Volatilit

Qlib is an AI-oriented quantitative investment platform, which aims to realize the potential, empower the research, and create the value of AI technologies in quantitative investment. With Qlib, you can easily try your ideas to create better Quant investment strategies.

  • Updated Jun 1, 2021
  • Python
saviornt
saviornt commented May 1, 2021

I've been experimenting with the crypto aspects of the library, and I do see that there are the endpoints for daily, weekly, and monthly, however the endpoint for intraday is not available using the "function=CRYPTO_INTRADAY" from the Cryptocurrencies section of the API.

I would assume the format would be:
`(data, meta) = cc.get_crypto_intraday(symbol = "", interval = "", market = "", outputs

Powerful modern math library for PHP: Features descriptive statistics and regressions; Continuous and discrete probability distributions; Linear algebra with matrices and vectors, Numerical analysis; special mathematical functions; Algebra

  • Updated May 9, 2021
  • PHP

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