├── .gitignore ├── 00 Home └── 01 Home │ └── 01 Home.html ├── 01 API Tutorials ├── 00 Introduction │ └── 00 Introduction.html ├── 01 Consolidating Data to Build Bars │ └── 01 Consolidating Data to Build Bars.html ├── 02 Scheduled Events │ └── 02 Scheduled Events.html ├── 03 Tracking and Managing Orders │ ├── 01 Overview.html │ ├── 02 Updating Orders.html │ └── 03 Full Python Example.html └── 04 Using Options in QuantConnect │ ├── 01 Introduction.html │ ├── 02 Add Options.html │ ├── 03 Filter Contracts.html │ ├── 04 Select Contracts.html │ ├── 05 Algorithm.html │ └── 06 Summary.html ├── 02 Tutorial Series ├── 00 Introduction │ └── Introduction.html ├── 01 Introduction to Financial Python │ ├── 00 About.html │ ├── 01 What Will I learn %3F.html │ └── 02 Tutorials.html ├── 02 Introduction to Options │ ├── 00 About.html │ ├── 01 What Will I learn %3F.html │ └── 02 Tutorials.html └── 03 Applied Options │ ├── 00 About.html │ ├── 01 What Will I learn %3F.html │ └── 02 Tutorials.html ├── 03 Open Source ├── 00 Introduction │ └── Introduction.html ├── 01 Debugging Python │ ├── 00.html │ ├── 01 Introduction.html │ ├── 02 Installing LEAN with Python.html │ ├── 03 Method 1 - PTVSD.html │ ├── 04 Method 2 - PDB.html │ ├── 05 Method 3 - VisualStudio Debugger.html │ ├── 06 Limitations.html │ └── 07 Summary.html ├── 03 Using the API File Provider │ └── 02 How do I use the API File Provider.html ├── 04 Lean Report Creator │ ├── 00.html │ ├── 01 Introduction.html │ ├── 02 Creating a Report.html │ ├── 03 Source Backtest.html │ ├── 04 Customizing Report Contents.html │ └── 05 Interpreting Report Charts.html ├── 05 Brokerage Development Guide │ ├── 00.html │ ├── 01 Introduction.html │ ├── 02 Guide Contents.html │ ├── 03 Step 1%3A Laying a Foundation.html │ ├── 04 Step 2%3A Creating the Brokerage.html │ ├── 05 Step 3%3A Translating Symbol Conventions.html │ ├── 06 Step 4%3A Describe Brokerage Limitations.html │ ├── 07 Step 5%3A Enable Live Data Streaming.html │ ├── 08 Step 6%3A Enable Serving Historical Data.html │ ├── 09 Step 7%3A Downloading Data.html │ ├── 10 Step 8%3A Brokerage Fee Structures.html │ └── 11 Step 9%3A Updating Algorithm API.html └── 06 Generating Random Backtest Data │ ├── 00.html │ ├── 01 Introduction.html │ ├── 02 Using the Random Data Generator.html │ ├── 03 Command Parameters.html │ ├── 04 Supported Assets and Resolutions.html │ └── 05 Final Notes.html ├── 04 Strategy Library ├── 00 Strategy Library │ └── 01 Strategy Library.php ├── 01 CAPM Alpha Ranking Strategy on Dow 30 Companies │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 CAPM Theory.html │ ├── 02 资本资产定价模型（CAPM）理论.cn.html │ ├── 03 Method.html │ ├── 03 方法.cn.html │ ├── 04 Summary.html │ ├── 04 总结.cn.html │ ├── 05 Algorithm.html │ ├── 05 算法.cn.html │ ├── 06 References.html │ └── 06 参考文献.cn.html ├── 02 Combining Mean Reversion and Momentum in Forex Market │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Results.html │ ├── 05 Summary.html │ ├── 06 Algorithm.html │ └── 07 References.html ├── 03 Pairs Trading-Copula vs Cointegration │ ├── 01 Abstract.html │ ├── 01 摘要.cn.html │ ├── 02 Framework of Copula.html │ ├── 02 联系框架.cn.html │ ├── 03 Part I - Copula Method.html │ ├── 03 第I部分 – 联系法.cn.html │ ├── 04 Part II - Cointegration Method.html │ ├── 04 第II部分 – 协整法.cn.html │ ├── 05 Summary.html │ ├── 05 总结.cn.html │ ├── 06 Algorithm.html │ ├── 06 算法.cn.html │ ├── 07 References.html │ └── 07 参考文献.cn.html ├── 04 The Dynamic Breakout II Strategy │ ├── 01 Abstract.html │ ├── 02 Method.html │ ├── 03 Conclusion.html │ ├── 04 Algorithm.html │ └── 05 References.html ├── 05 Dual Thrust Trading Algorithm │ ├── 01 Abstract.html │ ├── 02 Method.html │ ├── 03 Conclusion.html │ ├── 04 Algorithm.html │ └── 05 References.html ├── 06 Can Crude Oil Predict Equity Returns │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Method.html │ ├── 04 Summary.html │ ├── 05 Algorithm.html │ └── 06 References.html ├── 07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach │ ├── 01 Abstract.html │ ├── 01 摘要.cn.html │ ├── 02 Introduction.html │ ├── 02 简介.cn.html │ ├── 03 Method.html │ ├── 03 方法.cn.html │ ├── 04 Result.html │ ├── 04 结果.cn.html │ ├── 05 Summary.html │ ├── 05 总结.cn.html │ ├── 06 Algorithm.html │ ├── 06 算法.cn.html │ ├── 07 References.html │ └── 07 参考文献.cn.html ├── 08 The Momentum Strategy Based on the Low Frequency Component of Forex Market │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Summary.html │ ├── 05 Algorithm.html │ └── 06 References.html ├── 09 Stock Selection Strategy Based on Fundamental Factors │ ├── 01 Abstract.html │ ├── 01 摘要.cn.html │ ├── 02 Factor Selection.html │ ├── 02 要素选择.cn.html │ ├── 03 Stock Selection.html │ ├── 03 股票选择.cn.html │ ├── 04 Algorithm.html │ ├── 04 算法.cn.html │ ├── 05 References.html │ └── 05 参考文献.cn.html ├── 10 Short-Term Reversal Strategy in Stocks │ ├── 01 Abstract.html │ ├── 02 Method.html │ ├── 04 Algorithm.html │ ├── 05 Relative Performance.html │ ├── 07 Market & Competition Qualification.html │ ├── 08 Conclusion.html │ └── 09 References.html ├── 100 Trading with WTI BRENT Spread │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Algorithm.html │ ├── 03 算法.cn.html │ ├── 04 Source.html │ └── 04 来源.cn.html ├── 102 Option Expiration Week Effect │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 1023 Intraday Arbitrage Between Index ETFs │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Relative Performance.html │ ├── 06 Market & Competition Qualification.html │ ├── 07 Conclusion.html │ └── 08 References.html ├── 1024 Forecasting Stock Prices using a Temporal CNN Model │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Results.html │ └── 06 References.html ├── 1025 Leveraged ETFs with Systematic Risk Management │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Results.html │ └── 06 References.html ├── 1026 Intraday ETF Momentum │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Conclusion.html │ └── 06 References.html ├── 1027 Using News Sentiment to Predict Price Direction of Drug Manufacturers │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Conclusion.html │ └── 06 References.html ├── 1028 Ichimoku Clouds in the Energy Sector │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Relative Performance.html │ ├── 06 Market & Competition Qualification.html │ ├── 07 Conclusion.html │ └── 08 References.html ├── 1029 Optimal Pairs Trading │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Video Walkthrough.html │ ├── 06 Results.html │ └── 07 References.html ├── 1030 G-Score Investing │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Results.html │ └── 06 References.html ├── 1031 SVM Wavelet Forecasting │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Results.html │ └── 06 References.html ├── 1033 Gradient Boosting Model │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Method.html │ ├── 04 Algorithm.html │ ├── 05 Relative Performance.html │ ├── 06 Market & Competition Qualification.html │ ├── 07 Conclusion.html │ └── 08 References.html ├── 1036 Gaussian Naive Bayes Model │ ├── 01 Abstract.html │ ├── 02 Background.html │ ├── 03 Video Walkthrough.html │ ├── 04 Method.html │ ├── 05 Algorithm.html │ ├── 06 Relative Performance.html │ ├── 07 Market & Competition Qualification.html │ ├── 08 Conclusion.html │ └── 09 References.html ├── 11 Fundamental Factor Long Short Strategy │ ├── 01 Introduction.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ ├── 04 Algorithm.html │ └── 05 References.html ├── 113 January Barometer │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 114 January Effect in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 118 Time Series Momentum Effect │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 12 Asset Class Trend Following │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 125 12 Month Cycle in Cross-Section of Stocks Returns │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 13 Asset Class Momentum │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 136 Residual Momentum │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 References.html ├── 14 Sector Momentum │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 15 Short Term Reversal │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 152 Momentum Effect in REITs │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 155 Momentum and Reversal Combined with Volatility Effect in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 16 Overnight Anomaly │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 162 Momentum Effect in Stocks in Small Portfolios │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Algorithm.html │ ├── 03 算法.cn.html │ ├── 04 Source.html │ └── 04 来源.cn.html ├── 17 Forex Momentum │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 18 Volatility Effect in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 19 Pairs Trading with Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 198 Exploiting Term Structure of VIX Futures │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 199 ROA Effect within Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 20 Forex Carry Trade │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Algorithm.html │ ├── 03 算法.cn.html │ ├── 04 Source.html │ └── 04 来源.cn.html ├── 207 Value Effect within Countries │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 21 Momentum Effect in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 211 Mean-Reversion Statistical Arbitrage Strategy in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Results.html │ ├── 04 Algorithm.html │ └── 05 Reference.html ├── 22 Momentum Effect in Country Equity Indexes │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Conclusion.html │ ├── 03 结论.cn.html │ ├── 04 Algorithm.html │ ├── 04 算法.cn.html │ ├── 05 Source.html │ └── 05 来源.cn.html ├── 229 Earnings Quality Factor │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 23 Mean Reversion Effect in Country Equity Indexes │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 24 Liquidity Effect in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 25 Volatility Risk Premium Effect │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 26 Quantpedia │ └── 02 Quantpedia.php ├── 269 Seasonality Effect based on Same-Calendar Month Returns │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Results.html │ ├── 04 Algorithm.html │ └── 05 Reference.html ├── 27 Momentum Effect in Commodities Futures │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 270 Risk Premia in Forex Markets │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Results.html │ ├── 04 Algorithm.html │ └── 05 Reference.html ├── 271 Price and Earning Momentum │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Results.html │ ├── 04 Algorithm.html │ └── 05 Reference.html ├── 28 Small Capitalization Stocks Premium Anomaly │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 29 Term Structure Effect in Commodities │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ ├── 04 References.html │ └── 05 Source.html ├── 30 Momentum Effect Combined with Term Structure in Commodities │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 31 Book-to-Market Value Anomaly │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ ├── 04 Summary.html │ └── 05 Source.html ├── 32 Gold Market Timing │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 33 Paired Switching │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 34 Momentum-Short Term Reversal Strategy │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 35 Turn of the Month in Equity Indexes │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 353 Fama French Five Factors │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Results.html │ ├── 04 Algorithm.html │ └── 05 References.html ├── 354 Expected Idiosyncratic Skewness │ ├── 01 Abstract.html │ ├── 02 Theory.html │ ├── 03 Data Description.html │ ├── 04 Method.html │ ├── 05 Conclusion and Future Work.html │ ├── 06 Algorithm.html │ ├── 07 References.html │ └── F-F_Research_Data_Factors_daily.CSV ├── 355 Standardized Unexpected Earnings │ ├── 01 Abstract.html │ ├── 02 Theory.html │ ├── 03 Method.html │ ├── 04 Conclusion and Future Work.html │ ├── 05 Algorithm.html │ └── 06 References.html ├── 356 Improved Momentum Strategy on Commodities Futures │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 TSMOM-CF Theory.html │ ├── 04 Method.html │ ├── 05 Summary.html │ ├── 06 Algorithm.html │ └── 07 References.html ├── 357 Commodities Futures Trend Following │ ├── 01 Abstract.html │ ├── 02 Introduction.html │ ├── 03 Method.html │ ├── 04 Summary.html │ ├── 05 Algorithm.html │ └── 06 References.html ├── 36 Sentiment and Style Rotation Effect in Stocks │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Algorithm.html │ ├── 03 算法.cn.html │ ├── 04 Source.html │ └── 04 来源.cn.html ├── 37 Momentum and State of Market Filters │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 38 Accrual Anomaly │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 39 Asset Growth Effect │ ├── 01 Introduction.html │ ├── 01 简介.cn.html │ ├── 02 Method.html │ ├── 02 方法.cn.html │ ├── 03 Algorithm.html │ ├── 03 算法.cn.html │ ├── 04 Source.html │ └── 04 来源.cn.html ├── 40 Pairs Trading with Country ETFs │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 58 VIX Predicts Stock Index Returns │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 61 Lunar Cycle in Equity Market │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 66 Combining Momentum Effect with Volume │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 71 Short Term Reversal with Futures │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 77 Beta Factors in Stocks │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 78 Beta Factor in Country Equity Indexes │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 83 Pre-Holiday Effect │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html ├── 85 Momentum in Mutual Fund Returns │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ ├── 04 Relative Performance.html │ ├── 05 Market & Competition Qualification.html │ ├── 06 Conclusion.html │ └── 07 References.html ├── 91 Momentum and Style Rotation Effect │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ └── 04 Source.html └── 92 Price Earnings Anomaly │ ├── 01 Introduction.html │ ├── 02 Method.html │ ├── 03 Algorithm.html │ ├── 04 Summary.html │ └── 05 References.html ├── 05 Introduction to Financial Python[] ├── 01 Data Types and Data Structures │ ├── 01 Data Types and Data Structures.ipynb │ ├── 01 Introduction.html │ ├── 02 Basic Variable Types.html │ ├── 03 Basic Math Operations.html │ ├── 04 Data Collections.html │ ├── 05 Common String Operations.html │ └── 06 Summary.html ├── 02 Logical Operations and Loops │ ├── 01 Introduction.html │ ├── 02 Logical Operations and Loops.ipynb │ ├── 02 Logical Operations.html │ ├── 03 If Statement.html │ ├── 04 Loop Structure.html │ ├── 05 List Comprehension.html │ └── 06 Summary.html ├── 03 Functions and Objective-Oriented Programming │ ├── 01 Introduction.html │ ├── 02 Functions.html │ ├── 03 Built-in Function.html │ ├── 03 Functions and Objective-Oriented Programming.ipynb │ ├── 04 Object-Oriented Programming.html │ └── 05 Summary.html ├── 04 NumPy and Basic Pandas │ ├── 01 Introduction.html │ ├── 02 NumPy.html │ ├── 03 Pandas.html │ ├── 04 NumPy and Basic Pandas.ipynb │ └── 04 Summary.html ├── 05 Pandas-Resampling and DataFrame │ ├── 01 Introduction.html │ ├── 02 Fetching Data.html │ ├── 03 Resampling.html │ ├── 04 DataFrame.html │ ├── 05 Pandas-Resampling and DataFrame.ipynb │ └── 05 Summary.html ├── 06 Rate of Return, Mean and Variance │ ├── 01 Introduction.html │ ├── 02 Rate of Return.html │ ├── 03 Mean.html │ ├── 04 Variance and Standard Deviation.html │ ├── 05 Summary.html │ └── 06 Rate of Return, Mean and Variance.ipynb ├── 07 Random Variables and Distributions │ ├── 01 Introduction.html │ ├── 02 Random Variables.html │ ├── 03 Distributions.html │ ├── 04 Normal Distribution.html │ ├── 05 Summary.html │ └── 07 Random Variable and Distributions.ipynb ├── 08 Confidence Interval and Hypothesis Testing │ ├── 01 Introduction.html │ ├── 02 Confidence Interval.html │ ├── 03 Hypothesis testing.html │ ├── 04 Summary.html │ └── 08 Confidence Interval and Hypothesis Testing.ipynb ├── 09 Simple Linear Regression │ ├── 01 Introduction.html │ ├── 02 Slope and Intercept.html │ ├── 03 Python Implementation.html │ ├── 04 Parameter Significance.html │ ├── 05 Model Significance.html │ ├── 06 Summary.html │ └── 09 Simple Linear Regression.ipynb ├── 10 Multiple Linear Regression │ ├── 01 Introduction.html │ ├── 02 Python Implementation.html │ ├── 03 Model Significance Test.html │ ├── 04 Residual Analysis.html │ ├── 05 Summary.html │ ├── 06 References.html │ └── 10 Multiple Linear Regression.ipynb ├── 11 Linear Algebra │ ├── 01 Introduction.html │ ├── 02 Vectors.html │ ├── 03 Matrices.html │ ├── 04 Matrix Multiplication.html │ ├── 05 Inverse.html │ ├── 06 Linear Equations.html │ ├── 07 Summary.html │ └── 11 Linear Algebra.ipynb ├── 12 Modern Portfolio Theory │ ├── 01 Introduction.html │ ├── 02 Risk Aversion.html │ ├── 03 Portfolio.html │ ├── 04 Mean-Variance Analysis.html │ ├── 05 Summary.html │ ├── 06 Algorithm.html │ └── 12 Modern Portfolio Theory.ipynb ├── 13 Market Risk │ ├── 01 Introduction.html │ ├── 02 Capital Asset Pricing Model.html │ ├── 03 Computing beta in Practice.html │ ├── 04 Market-Neutral.html │ ├── 05 Summary.html │ ├── 06 Algorithm.html │ └── 13 Market Risk.ipynb └── 14 Fama-French Multi-Factor Models │ ├── 01 Introduction.html │ ├── 02 Fama-French Three-Factor Model.html │ ├── 03 Model Test.html │ ├── 04 Factor Returns.html │ ├── 05 Summary.html │ ├── 06 Algorithm.html │ ├── 07 References.html │ └── 14 Fama-French Multi-Factor Models.ipynb ├── 06 Introduction to Options[] ├── 01 General Features of Options │ ├── 01 Introduction.html │ ├── 02 Definition.html │ ├── 03 Options Contract.html │ ├── 04 The Value of Options.html │ ├── 05 Options Moneyness.html │ ├── 06 Exercise and Assignment.html │ └── 07 Summary.html ├── 02 QuantConnect Options API │ ├── 01 Introduction.html │ ├── 02 Add Options.html │ ├── 03 Filter Contracts.html │ ├── 04 Select Contracts.html │ ├── 05 Algorithm.html │ └── 06 Summary.html ├── 03 Put-Call Parity and Arbitrage Strategies │ ├── 01 Introduction.html │ ├── 02 Option Payoff.html │ ├── 02 Put-Call Parity and Arbitrage Strategies.ipynb │ ├── 03 Put-Call Parity.html │ ├── 04 Synthetic Positions.html │ ├── 05 Algorithm.html │ ├── 06 Summary.html │ └── 07 References.html ├── 04 Stochastic Processes and Monte Carlo Method │ ├── 01 Introduction.html │ ├── 02 Brownian motion.html │ ├── 03 Modeling Stock Price as a Stochastic Process.html │ ├── 04 Monte Carlo Simulation of Stock Price.html │ ├── 04 Stochastic Processes and Monte Carlo Method.ipynb │ ├── 05 Monte Carlo Simulation of European Options.html │ ├── 06 Summary.html │ └── 07 References.html ├── 05 Options Pricing Black Scholes Merton Model │ ├── 01 Introduction.html │ ├── 02 Determinants of Option Price.html │ ├── 03 Factors in BSM model.html │ ├── 04 Model Assumptions.html │ ├── 05 Model Equations.html │ ├── 05 Option Pricing Black Scholes Merton Model.ipynb │ └── 06 Summary.html ├── 06 The Greek Letters │ ├── 01 Introduction.html │ ├── 02 Delta.html │ ├── 03 gamma.html │ ├── 04 vega.html │ ├── 05 Theta.html │ ├── 06 Rho.html │ ├── 06 The Greek Letters.ipynb │ ├── 07 Delta, Gamma and Vega Hedging.html │ └── 08 Summary.html ├── 07 Historical Volatility and Implied Volatility │ ├── 01 Introduction.html │ ├── 02 Historical Volatility.html │ ├── 03 Implied Volatility.html │ ├── 04 Volatility Skew.html │ ├── 05 Volatility Surface.html │ ├── 06 The Reason for Volatility Skew.html │ ├── 07 Historical Volatility and Implied Volatility.ipynb │ ├── 07 Summary.html │ └── 08 References.html └── 08 Local Volatility and Stochastic Volatility │ ├── 01 Introduction.html │ ├── 02 Motivation.html │ ├── 03 Local Volatility.html │ ├── 04 Stochastic Volatility.html │ ├── 05 Summary.html │ ├── 06 References.html │ └── 08 Local Volatility and Stochastic Volatility.ipynb ├── 07 Applied Options[] ├── 01 Covered Call │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 02 Bull Call Spread │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 03 Long Straddle │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 04 Long Strangle │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 05 Butterfly Spread │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 06 Iron Condor │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 07 Iron Butterfly │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html └── 08 Protective Collar │ ├── 01 Definition.html │ ├── 02 Implementation.html │ ├── 03 Summary.html │ └── 04 Algorithm.html ├── 08 Meta └── 01 Creating BootCamp Tutorials │ ├── 00.html │ ├── 01 Introduction.html │ ├── 02 Requirements.html │ ├── 03 Compensation.html │ ├── 04 Content Structure.html │ ├── 05 Planning Your Lesson.html │ ├── 06 Writing a Lesson.html │ ├── 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2 | 此算法检验了国家指数交易所交易基金的动量效应。 3 |

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