Tutorials

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I would want to connect Lean to a custom brokerage and data provider. I referred to the Brokerage Development Guide (https://github.com/QuantConnect/Tutorials/tree/master/03%20Open%20Source/05%20Brokerage%20Development%20Guide), but it is incomplete and has not been updated...

quminhdo

From community thread: https://www.quantconnect.com/forum/discussion/12504/covered-call-tutorial-mistake-quantconnect-com-tutorials-applied-options-covered-call/p1 The first embedded backtest was having a logic error on buying a covered call option instead of selling. The line `self.MarketOrder(self.call, 1)` should be `self.MarketOrder(self.call, -1)`

LouisSzeto

We updated [this tutorial](https://www.quantconnect.com/tutorials/strategy-library/short-term-reversal-strategy-in-stocks) in January and it was never posted to the site because we were waiting for Docs V2. When Docs V2 is merged, we should update the...

DerekMelchin

Review/Improve Introduction to Options Tutorial

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In the Historical Volatility and Implied Volatility Tutorial, for example, there is no documentation for the variables of the method: ```python def bsm_price(option_type, sigma, s, k, r, T, q): pass...

AlexCatarino

https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2174501

DerekMelchin

- This tutorial should use QuantConnect data. In Pandas-Resampling and DataFrame, ```python monthly_return = aapl.resample('M').agg(lambda x: x[-1]/x[1] - 1) ``` should read ```python monthly_return = aapl.resample('M').agg(lambda x: x[-1]/x[0] - 1)...

AlexCatarino

shilewenuw

shilewenuw

ML Portfolio Optimization

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shilewenuw

adds Deep Learning Portfolio Optimization

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shilewenuw