Hi guys, I am quite new to QC and I have some questions related to options and QC in general.
- Is there a way to check the type and output of some methods with Debug (QC version print) method? It would be quite helpful for beginners to see what output looks like for some lines of the code ( e.g. if I can print out A as a dataframe without knowing it as a dataframe). If the option is not available, anywhere I can find the existing methods for the class and descriptions on the method (say I want to check how many balances I have in the Portfolio, so something like Portfolio.Remaining?)?
- Just like the equity strategies, the instructions have Securities[symbol].Invested or Portfolio[symbol].Invested. Is there a way to detect whether specific option is invested or the option of some symbol is invested?
- After trading an option, can I loop it back to OnData method to keep track of its prices (I want the symbol of the option and the order id of the option)? Let's say I traded an option “SPY strike = 100, exp = 2021-01-01” on 2020-01-01, I want to monitor the price of such option and treat it like an equity, is this doable?
- I have read some forums and notes, it seems there is no way to get the IV and Greeks of the option (correct me if I am wrong) as they are all print out 0. Is there any instructions on how to implement delta hedge in QC?
Thank you all ahead
Varad Kabade
Hi Kenken,
Welcome to QC.
Best,
Varad Kabade
Kenken
Hi Varad:
Thanks for the answer, I will take a look.
Regarding 4. I cannot see the thread, it says 404 can't find the page. Any alternatives?
Varad Kabade
Hi Kenken,
Please retry accessing the above thread; it should work now. This is a similar thread as above.
Best,
Varad Kabade
Kenken
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