The following code just a framework of above ideas, you need adjust the detail for your trading choices. Also, please beware of the exchanges houses commission fee and other restriction policy. Coding...

Support C++ 11, compatible with various platforms (Windows/Linux/Mac). Cloud compile. for more information, please see: https://www.fmz.com/bbs-topic/2293...

Popular guide to options pricing and position sizing for quanttraders In this second edition of this bestselling book, Sinclair offersa quantitative model for measuring volatility in order to gain ane...

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