对于流动性,options 不像股票,一般来说只有一些体量巨大且足够热门的股票,才有足够的流动性,所以你选择特斯拉(TSLA)这样的股票做 options trading,才可能在你想要交易的时候,有足够买方/卖方去匹配。 对于剩余时间,option trading 要避免剩余时间太长或者太短的合约,太长的合约价格不友好;太短的合约有归零风险。如果用...
编码技能（Coding Skills）：在当今技术驱动的交易领域，基本的编码知识（Python）有助于回溯（Backtracking）测试策略（Testing Strategy）：自动计算或使用高级期权定价模型（Advanced Option Pricing Model）研究技能（Research Skills）：了解期权交易策略、市场趋势（Market Trend）和相关金融新闻的新发展对于持续学习和适应...
交易目标(Trading Goals):确定您的交易目标,无论您是寻求创收(Income Generation)、投机(Speculation)还是对冲(Hedging)。 风险承受能力(Risk Tolerance):评估您的风险承受能力,并选择符合您风险管理策略的期权合约。 期权希腊字母(Option Greeks):分析期权希腊字母,了解期权价格对各种因素变化的敏感度。 到期日(Expiration...
添加获取除权数据的接口get_divid_factors，附录添加除权数据字段说明，获取合约信息、获取合约类型接口完善获取交易日列表接口get_trading_dates支持指定日期范围
一、量化交易简介 量化交易(Quantitative trading)1.1 定义 量化交易(量化投资)是指借助现代统计学和数学...
Lean Engine is an open-source algorithmic trading engine built for easy strategy research, backtesting and live trading. We integrate with common data providers and brokerages so you can quickly deploy algorithmic trading strategies. The core of the LEAN Engine is written in C#; but it operates...
For the strategy itself, initially we make a few transformations on four vital benchmarks - Open, Close, High, Low. The next step is to apply unique Heikin-Ashi rules on Heikin-Ashi Open, Close, High, Low to generate trading signals. The downside of Heikin-Ashi (or any momentum trading...
for_orderinorders.values(): cancel_order(_order) 1.4.6 获取未完成订单函数 获取未完成订单函数的语法格式如下: get_open_orders() 该函数可以获得当天的所有未完成的订单。获取未完成订单函数的实例代码如下: #自定义每个交易日结束运行函数 def after_trading_end(context): ...
你可以加入多个股票序列 StockCodes=['000001','600017','000015'] for code in StockCodes: #...
as well as details relevant for stock trading (like the opening stock price, day’s high, day’s low, etc.). Not only that, but it also provides the option information (like calls and puts along with their strike prices, volume, etc.) for the specified stock. The options da...