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Does quantconnect have any built in functions for selling credit spreads? When I try to do so manually using self.Sell and self.Buy, I often get “insufficient margin” for the sell order, so it cancels, but then the buy goes through anyway.
Since these are vertical spreads, the margin should be just the difference in strike price, but the margin it's demanding is much higher.
Does QC have any helper functions for this?
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.ekz.
Yes, there are.
Selling a Put Credit spread would look something like this:
self.Sell(OptionStrategies.BullPutSpread(symbol, shortStrike, longStrike, expiry), qty)
Bernard Ross
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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