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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.
Jack Simonson
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.
TedVZ
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