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Straddle/Butterfly examples in c#?

I'm looking through the option tutorials, and they're all in Python.  I should really look into learning python, but in the meantime I'm wondering if anyone has any simple option strategies they'd be willing to share in C#, or any other examples or tutorials that I'm overlooking that are in C#?  I want to try a simple multi-option test like a straddle or butterfly, evaluate the greeks, and test selling/closing the position.  I feel like I could get better traction by building upon an existing example.

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Hi Ted,

We do our best to make sure all of our examples, tutorials, etc. are available in both supported languages, but we're still working to catch up with the strategy library. In the meantime, you can find a few options strategy examples in the CSharp demo algorithms page in GitHub, specifically this example here, and we have a dedicated C# class that has methods to perform a number of options strategies which you can view here. I've attached a backtest that implements a basic straddle strategy.

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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.


Update Backtest





0

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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