Overall Statistics
Total Orders
0
Average Win
0%
Average Loss
0%
Compounding Annual Return
0%
Drawdown
0%
Expectancy
0
Start Equity
100000
End Equity
100000
Net Profit
0%
Sharpe Ratio
0
Sortino Ratio
0
Probabilistic Sharpe Ratio
0%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
0
Beta
0
Annual Standard Deviation
0
Annual Variance
0
Information Ratio
0
Tracking Error
0
Treynor Ratio
0
Total Fees
$0.00
Estimated Strategy Capacity
$0
Lowest Capacity Asset
Portfolio Turnover
0%
Drawdown Recovery
0
 
# region imports
from AlgorithmImports import *
# endregion

class AdaptableYellowGreenGiraffe(QCAlgorithm):

    def initialize(self):
        self.set_start_date(2025, 8, 20)
        self.set_cash(100000)

        def get_option_chain(ticker):
            symbol = Symbol.create(ticker, SecurityType.EQUITY, Market.USA)
            return self.option_chain(symbol, flatten=True).data_frame

        self.symbols = [get_option_chain(t)  for t in "AMZN,AVGO,MSFT,NVDA,META,XOM,WMT".split(',')]
        self.quit(str(self.symbols))