Tutorials

Tutorials copied to clipboard

DerekMelchin

DerekMelchin

Currently in quantconnect [documentation](https://www.quantconnect.com/tutorials/introduction-to-options/quantconnect-options-api) there is a line that helps filter for puts or calls but the code is incorrect. current: ```py put = [x for x in optionchain if...

Sharma-Rajat

The OptionChainProvider() is missing in both Docs/Data Library/Options and Tutorials/API Tutorials/Using Options in QuantConnect. Here are links where it should be added: https://www.quantconnect.com/docs/data-library/options https://www.quantconnect.com/tutorials/api-tutorials/using-options-in-quantconnect

linkliang

Some of the futures' strategies might be broken due to Nasdaq purchasing of Quandl since the datasets might not be free anymore.

AlexCatarino

When recreating the delta profile of a put, the colors and shape are wrong.

bigbadboz

Review "Sentiment and Style Rotation Effect in Stocks" Algorithm

2

We should update `MarketCap` usage (don't need to compute it as it is included) and use `Universe.Unchanged` instead of an empty list when the Universe Selection should not define new...

AlexCatarino

Hint for this [task](https://www.quantconnect.com/learning/task/145/customizing-universe-settings) has error: It says: `self.UniverseSettingsUniverseSettings` but it should be: `self.UniverseSettings`

rrozb

fixed error caused by old behavior

1

Strategy here will fail with error: https://www.quantconnect.com/tutorials/strategy-library/book-to-market-value-anomaly. Reassigning such as: `i.MarketCap = ...` causes an error. MarketCap can be accessed using `fine` without calculation.

rrozb

Great tutorial by the way. I think you have an error in the plot for the bull call spread. Using the conditions you have in the paragraph before the plot,...

startrigger