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Hi All,
I'm currently in the phase of moving my classic algo through to an alpha and am trying to get my head around the whole insight thing. it seems that currently there are price insights that alow me to say what my prediction for a stocks price would be over a timeframe and a similar one for volatility. but my algo does a lot of options selling which means it's not trying to predict where a price is going, but where it is not going. How should I emit insights for this in a meaningful way?
if I'm selling a put should I emit an up insight? or maybe an up insight and a flat insight? either way, they don't really tell the true story which is that I'm predicting a certain option will stay out of the money over its expiry. I can't find any other types of insights in the documentation either.
Pointers on this process much appreciated.
Cheers
Matt
Shile Wen
Hi MatteMatto,
The Insight is for the direction of the Security itself, not the underlying. Thus, selling a put option corresponds to a down insight. In general, up insight is to buy then sell at expiry, down insight is sell then buy back at expiry, and flat insight is for flat movements as well as closing the position of a previous insight.
Best,
Shile WenÂ
MatteMatto
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