Hello,
I'm new to qc but I have lots of experience coding in python.
I'm trying to set up a code to trade options spreads repeatedly (either weekly or monthly).
In my Initialize method, I have the following SetFilter to populate my universe for a particular stock:
option.SetFilter(lambda universe: universe.WeeklysOnly().Strike(-1, 10).Expiration(timedelta(0), timedelta(5)))
Will this get me weekly options each week? Or do I need to place it in my scheduled function that would handle trades?
I'm trying to understand the whole qc concept of universe selection I guess.
Varad Kabade
Hi Bernard Ross,
You are correct; we do not need a scheduled function. The above snippet will only subscribe to the weekly options contract. To develop a sound understanding of universe selection in options, we recommend going through the following doc and example algorithms[1, 2, 3].
Best,
Varad Kabade
Bernard Ross
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