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Add new tutorial for multi-currencies arbitrage using Bellman-Ford Algorithm

6

### Description Adding docs for the calculation of local volatility model ### Related Issue N/A ### Motivation and Context tutorial for new members (in particular with heavy Math background) ###...

leo-ai-for-trading

Correction of few broken links in the README.md

santoshlite

Port Quantopian Lectures Series

1

Port the Quantopian Lecture Series to the QC/ API/ - Deploy Lectures 1-6 Introduction to Python Boot Camp

jaredbroad

I am trying to create a trading strategy that uses Implied Volatility from options to buy or sell stocks. How can I get the implied volatility data in the research...

AngelGO23

Custom Indicator support

3

Enable support for custom indicators, similar to how one would be created for a QC Algorithm ``` class CustomSimpleMovingAverage: def __init__(self, name, period): self.Name = name self.Time = datetime.min self.Value...

simonsonjack

With a R1-4 node executed the following code in a research.ipynb file and the kernel crashed. import calendar qb = QuantBook() es = qb.AddFuture(Futures.Indices.SP500EMini) es.SetFilter(timedelta(-360), timedelta(360)) # Year to Date...

ghost

Foundation update for matplotlib.finance

2

matplotlib.finance module isn't found when imported to the Research Environment. An update is needed so that the current module is available in the RE.

simonsonjack

Hello! I am trying to understand how I get retreive historical option chain data and how found this code in one example. But this C# code does not compile. I...

jackpotcityco

Some longer-range ValuationRatios class members returning 0

1

#### Expected Behavior A call such as ``` qb = QuantBook() begin = datetime(2009,2,27) end = datetime.now() stocks = ["AAPL","MSFT","ADBE","IBM","BRK.B"] data = qb.GetFundamental(stocks, 'ValuationRatios.EVToEBIT3YrAvg' ,begin,end).fillna(method='ffill') df = data.apply(pd.to_numeric) ``` should...

simonsonjack