From b1fc9c2bb99abb67fdf008e118597f55bab491ba Mon Sep 17 00:00:00 2001 From: Jared Date: Wed, 17 Mar 2021 10:17:08 -0700 Subject: [PATCH 1/9] Update 01 Definition.html --- 07 Applied Options[]/02 Bull Call Spread/01 Definition.html | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/07 Applied Options[]/02 Bull Call Spread/01 Definition.html b/07 Applied Options[]/02 Bull Call Spread/01 Definition.html index 0418abb..c361521 100755 --- a/07 Applied Options[]/02 Bull Call Spread/01 Definition.html +++ b/07 Applied Options[]/02 Bull Call Spread/01 Definition.html @@ -5,7 +5,7 @@ This strategy creates a ceiling and floor for the profit. By purchasing a call and selling a call with higher strike simultaneously, traders can reduce the cost of just one long call option with the premium of a short call option. But the premium of ITM call is more expensive than the OTM call. The strategy limits the loss resulting from a drop in the price of the underlying stock but still creates a ceiling to the profit while the underlying price is increasing.

- Take GOOG as an example. If the share price of GOOG is $950 at time 0, the premium of ITM call option is 20 with strike 900 and the premium of OTM call option is 2 with strike 1000. If we ignore the commission, dividends and other transaction fees, the payoff of Bull Call Spread strategy is as follows: + Take GOOG as an example. If the share price of GOOG is $950 at time 0, the premium of ITM call option is 50 with strike 900 and the premium of OTM call option is 2 with strike 1000. If we ignore the commission, dividends and other transaction fees, the payoff of Bull Call Spread strategy is as follows:

From 6750665e5c3f051e4ab37bbafb7835d1bed848b3 Mon Sep 17 00:00:00 2001 From: Web Editor Date: Mon, 11 Oct 2021 16:34:56 -0400 Subject: [PATCH 2/9] Automated push from server made by Alexandre Catarino --- .../02 Fetching Data.html | 196 +++++++++--------- 1 file changed, 98 insertions(+), 98 deletions(-) diff --git a/05 Introduction to Financial Python[]/05 Pandas-Resampling and DataFrame/02 Fetching Data.html b/05 Introduction to Financial Python[]/05 Pandas-Resampling and DataFrame/02 Fetching Data.html index 325ecd6..181f0fc 100755 --- a/05 Introduction to Financial Python[]/05 Pandas-Resampling and DataFrame/02 Fetching Data.html +++ b/05 Introduction to Financial Python[]/05 Pandas-Resampling and DataFrame/02 Fetching Data.html @@ -1,98 +1,98 @@ -

- Here we use the Quandl API to retrieve data. -

-
- -
import quandl
-quandl.ApiConfig.api_key = 'dRQxJ15_2nrLznxr1Nn4'
-
-
-

- We will create a Series named "aapl" whose values are Apple's daily closing prices, which are of course indexed by dates: -

-
- -
aapl_table = quandl.get('WIKI/AAPL')
-aapl = aapl_table['Adj. Close']['2017']
-print aapl
-
-
- -

- Recall that we can fetch a specific data point using series['yyyy-mm-dd']. We can also fetch the data in a specific month using series['yyyy-mm']. -

-
- -
print aapl['2017-3']
-Date
-2017-03-01    138.657681
-2017-03-02    137.834404
-2017-03-03    138.647762
-2017-03-06    138.211326
-2017-03-07    138.389868
-2017-03-08    137.874080
-2017-03-09    137.556672
-2017-03-10    138.012946
-2017-03-13    138.072460
-2017-03-14    137.864161
-2017-03-15    139.322254
-2017-03-16    139.550391
-2017-03-17    138.856061
-2017-03-20    140.314154
-2017-03-21    138.707276
-2017-03-22    140.274478
-2017-03-23    139.778528
-2017-03-24    139.500796
-2017-03-27    139.738852
-2017-03-28    142.635200
-2017-03-29    142.952608
-2017-03-30    142.764147
-2017-03-31    142.496334
-
-
- -

- Or in several consecutive months: -

-
- -
aapl['2017-2':'2017-4']
-
-
- -

- .head(N) and .tail(N) are methods for quickly accessing the first or last N elements. -

-
- -
print aapl.head()
-print aapl.tail(10)
-
-
-

- The output: -

-
- -
-Date
-2017-01-03    114.715378
-2017-01-04    114.586983
-2017-01-05    115.169696
-2017-01-06    116.453639
-2017-01-09    117.520300
-Name: Adj. Close, dtype: float64
-Date
-2017-08-08    159.433108
-2017-08-09    160.409148
-2017-08-10    155.270000
-2017-08-11    157.480000
-2017-08-14    159.850000
-2017-08-15    161.600000
-2017-08-16    160.950000
-2017-08-17    157.870000
-2017-08-18    157.500000
-2017-08-21    157.210000
-Name: Adj. Close, dtype: float64
-
-
+

+ Here we use the Quandl API to retrieve data... +

+
+ +
import quandl
+quandl.ApiConfig.api_key = 'dRQxJ15_2nrLznxr1Nn4'
+
+
+

+ We will create a Series named "aapl" whose values are Apple's daily closing prices, which are of course indexed by dates: +

+
+ +
aapl_table = quandl.get('WIKI/AAPL')
+aapl = aapl_table['Adj. Close']['2017']
+print aapl
+
+
+ +

+ Recall that we can fetch a specific data point using series['yyyy-mm-dd']. We can also fetch the data in a specific month using series['yyyy-mm']. +

+
+ +
print aapl['2017-3']
+Date
+2017-03-01    138.657681
+2017-03-02    137.834404
+2017-03-03    138.647762
+2017-03-06    138.211326
+2017-03-07    138.389868
+2017-03-08    137.874080
+2017-03-09    137.556672
+2017-03-10    138.012946
+2017-03-13    138.072460
+2017-03-14    137.864161
+2017-03-15    139.322254
+2017-03-16    139.550391
+2017-03-17    138.856061
+2017-03-20    140.314154
+2017-03-21    138.707276
+2017-03-22    140.274478
+2017-03-23    139.778528
+2017-03-24    139.500796
+2017-03-27    139.738852
+2017-03-28    142.635200
+2017-03-29    142.952608
+2017-03-30    142.764147
+2017-03-31    142.496334
+
+
+ +

+ Or in several consecutive months: +

+
+ +
aapl['2017-2':'2017-4']
+
+
+ +

+ .head(N) and .tail(N) are methods for quickly accessing the first or last N elements. +

+
+ +
print aapl.head()
+print aapl.tail(10)
+
+
+

+ The output: +

+
+ +
+Date
+2017-01-03    114.715378
+2017-01-04    114.586983
+2017-01-05    115.169696
+2017-01-06    116.453639
+2017-01-09    117.520300
+Name: Adj. Close, dtype: float64
+Date
+2017-08-08    159.433108
+2017-08-09    160.409148
+2017-08-10    155.270000
+2017-08-11    157.480000
+2017-08-14    159.850000
+2017-08-15    161.600000
+2017-08-16    160.950000
+2017-08-17    157.870000
+2017-08-18    157.500000
+2017-08-21    157.210000
+Name: Adj. Close, dtype: float64
+
+
From eb15f94de0868141eb5bb55909c4e7ead648f79f Mon Sep 17 00:00:00 2001 From: Web Editor Date: Fri, 11 Mar 2022 01:59:09 -0500 Subject: [PATCH 3/9] Automated push from server made by Louis Szeto --- .../02 QuantConnect Options API/04 Select Contracts.html | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html index 54084fb..e9ca2d1 100755 --- a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html +++ b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html @@ -65,12 +65,12 @@ 
def OnData(self,slice):
     for i in slice.OptionChains:
         if i.Key != self.symbol: continue
-	optionchain = i.Value
-	self.Log("underlying price:" + str(optionchain.Underlying.Price))
-	df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],
+    optionchain = i.Value
+    self.Log("underlying price:" + str(optionchain.Underlying.Price))
+    df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],
 			   index=[x.Symbol.Value for x in optionchain],
 			   columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])
-        self.Log(str(df))
+    self.Log(str(df))
From 7f51fe51a3dcbd4c46ac07aeefe2d678ed94bdde Mon Sep 17 00:00:00 2001 From: Louis Szeto <56447733+LouisSzeto@users.noreply.github.com> Date: Fri, 11 Mar 2022 15:01:25 +0800 Subject: [PATCH 4/9] Update 04 Select Contracts.html --- .../04 Select Contracts.html | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html index e9ca2d1..7e92e12 100755 --- a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html +++ b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html @@ -65,12 +65,12 @@ 
def OnData(self,slice):
     for i in slice.OptionChains:
         if i.Key != self.symbol: continue
-    optionchain = i.Value
-    self.Log("underlying price:" + str(optionchain.Underlying.Price))
-    df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],
-			   index=[x.Symbol.Value for x in optionchain],
-			   columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])
-    self.Log(str(df))
+        optionchain = i.Value
+        self.Log("underlying price:" + str(optionchain.Underlying.Price))
+        df = pd.DataFrame([[x.Right,float(x.Strike),x.Expiry,float(x.BidPrice),float(x.AskPrice)] for x in optionchain],
+                           index=[x.Symbol.Value for x in optionchain],
+                           columns=['type(call 0, put 1)', 'strike', 'expiry', 'ask price', 'bid price'])
+        self.Log(str(df))
From 406089ace2b2521c0bd698e0120196c776346094 Mon Sep 17 00:00:00 2001 From: Louis Szeto <56447733+LouisSzeto@users.noreply.github.com> Date: Fri, 11 Mar 2022 15:13:16 +0800 Subject: [PATCH 5/9] Update 04 Select Contracts.html Correct indentation and variable names --- .../04 Select Contracts.html | 24 +++++++++---------- 1 file changed, 12 insertions(+), 12 deletions(-) diff --git a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html index 7e92e12..07ea589 100755 --- a/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html +++ b/06 Introduction to Options[]/02 QuantConnect Options API/04 Select Contracts.html @@ -160,18 +160,18 @@ 
for i in slice.OptionChains:
     if i.Key != self.symbol: continue
-    chain = i.Value
-# differentiate the call and put options
-call = [x for x in optionchain if chain.Right == 0]
-put = [x for x in optionchain if chain.Right == 1]
-# choose ITM contracts
-contracts = [x for x in call if call.UnderlyingLastPrice - x.Strike > 0]
-# or choose ATM contracts
-contracts = sorted(optionchain, key = lambda x: abs(optionchain.Underlying.Price - x.Strike))[0]
-# or choose OTM contracts
-contracts = [x for x in call if call.UnderlyingLastPrice - x.Strike < 0]
-# sort the contracts by their expiration dates
-contracts = sorted(contracts, key = lambda x:x.Expiry, reverse = True)
+    optionchain = i.Value
+    # differentiate the call and put options
+    call = [x for x in optionchain if x.Right == 0]
+    put = [x for x in optionchain if x.Right == 1]
+    # choose ITM call contracts
+    contracts = [x for x in call if x.UnderlyingLastPrice - x.Strike > 0]
+    # or choose ATM contracts
+    contracts = sorted(optionchain, key = lambda x: abs(x.UnderlyingLastPrice - x.Strike))[0]
+    # or choose OTM call contracts
+    contracts = [x for x in call if x.UnderlyingLastPrice - x.Strike < 0]
+    # sort the contracts by their expiration dates
+    contracts = sorted(contracts, key = lambda x: x.Expiry, reverse = True)

From 86fba1494c5934965d6d08be3dfc2e7e77ebd1f0 Mon Sep 17 00:00:00 2001 From: Louis Szeto <56447733+LouisSzeto@users.noreply.github.com> Date: Fri, 11 Mar 2022 15:14:13 +0800 Subject: [PATCH 6/9] Update 02 Add Options.html Correct formatting --- .../02 QuantConnect Options API/02 Add Options.html | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) diff --git a/06 Introduction to Options[]/02 QuantConnect Options API/02 Add Options.html b/06 Introduction to Options[]/02 QuantConnect Options API/02 Add Options.html index a1d5a37..44c5959 100755 --- a/06 Introduction to Options[]/02 QuantConnect Options API/02 Add Options.html +++ b/06 Introduction to Options[]/02 QuantConnect Options API/02 Add Options.html @@ -22,8 +22,8 @@ 

def Initialize(self):
-    self.SetStartDate(2017, 01, 01)  #Set Start Date
-    self.SetEndDate(2017, 06, 30)  #Set End Date
+    self.SetStartDate(2017, 1, 1)  #Set Start Date
+    self.SetEndDate(2017, 6, 30)  #Set End Date
     self.SetCash(50000)  #Set Strategy Cash
     equity = self.AddEquity("GOOG", Resolution.Minute) # Add the underlying stock: Google
     option = self.AddOption("GOOG", Resolution.Minute) # Add the option corresponding to underlying stock

From 25963e427c4cee06d7778fecca635126745242cf Mon Sep 17 00:00:00 2001
From: Alexandre Catarino 
Date: Thu, 19 May 2022 23:54:45 +0100
Subject: [PATCH 7/9] Move Workflow to Documentation Page

---
 README.md | 30 ++++++------------------------
 1 file changed, 6 insertions(+), 24 deletions(-)

diff --git a/README.md b/README.md
index 5e2fd23..c9846d7 100644
--- a/README.md
+++ b/README.md
@@ -8,40 +8,22 @@ This repository is a collection of WordPress and Jupyter notebook tutorials for
 
 Lean Engine is an open-source fully managed C# algorithmic trading engine built for desktop and cloud usage. It was designed in Mono and operates in Windows, Linux and Mac platforms. For more information about the LEAN Algorithmic Trading engine see the [Lean][4] Engine repository.
 
-
-## New Tutorial Requests and Edits ##
-
-Please submit new tutorial requests as an issue to the [Tutorials][5] repository. Before submitting an issue please read others to ensure it is not a duplicate. Edits and fixes for clarity are warmly welcomed!
-
-## Mailing List ##
-
-The mailing list for the project can be found on [Google Groups][6]
-
 ## Contributors and Pull Requests ##
 
 Contributions are warmly very welcomed but we ask you read the existing code to see how it is formatted, commented and ensure contributions match the existing style. All code submissions must include accompanying tests. Please see the [contributor guide lines][7].
 
 ## Strategy Library Development Workflow ##
-To publish a strategy to our [Strategy Library](https://www.quantconnect.com/tutorials/strategy-library/strategy-library), follow these steps:
-1. Review filtered sources like SSRN, arxiv, and other academic journals/papers for a strategy to implement. Try to adhere to the [Quant League competition](https://www.quantconnect.com/competitions/quant-league-1) criteria and the Alpha Streams [minimum criteria](https://www.quantconnect.com/docs/alpha-streams/submitting-an-alpha#Submitting-an-Alpha-Minimum-Criteria) and [review process](https://www.quantconnect.com/docs/alpha-streams/submitting-an-alpha#Submitting-an-Alpha-Subsequent-Review-Process).
-2. Post a 3-point development plan to [our Slack channel](https://www.quantconnect.com/slack) and wait for approval by @jaredbroad or @alexcatarino. See an example [here](https://cdn.quantconnect.com/i/tu/development-plan-example.png).
-3. Develop the strategy (add [license and imports](https://github.com/QuantConnect/Lean/blob/master/Algorithm.Python/BasicTemplateAlgorithm.py#L1) to main.py).
-4. Add an Issue to the [Tutorials repo](https://github.com/QuantConnect/Tutorials/issues) ([example](https://github.com/QuantConnect/Tutorials/issues/277)).
-5. Add @alexcatarino as a [collaborator](https://www.quantconnect.com/blog/collaborating-in-quantconnect/) to the project.
-6. Publish a strategy write-up in the Slack channel and wait for approval (see [Strategy Library](https://www.quantconnect.com/tutorials/strategy-library/strategy-library) for examples).
-7. Convert the strategy write-up to HTML form ([examples](https://github.com/QuantConnect/Tutorials/tree/master/04%20Strategy%20Library)).
-8. Make PR (following the [Contributor's Guidelines](https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md)):
-    - If the write-up includes images, upload them [here](https://www.quantconnect.com/admin/cdnUpload).
-    - Add summary HTML files to [Strategy Library directory](https://github.com/QuantConnect/Tutorials/tree/master/04%20Strategy%20Library). If it's a non-Quantpedia strategy, set the ID number (in the directory name) to the next available after 1023.
-    - If the strategy is from Quantpedia, add strategy ID and backtest ID to [quantpedia.json](https://github.com/QuantConnect/Tutorials/blob/master/quantpedia.json).
-    - Add strategy metadata to [this file](https://github.com/QuantConnect/Tutorials/blob/master/04%20Strategy%20Library/00%20Strategy%20Library/01%20Strategy%20Library.php) (Currently semi-sorted by Quantpedia strategy ID).
-9. After the PR is merged, send @jaredbroad the URL and a 1-sentence summary of what the paper/strategy is about and post the strategy to the forum with the backtest of the algorithm and a short summary of the project ([example](https://www.quantconnect.com/forum/discussion/8608/strategy-library-addition-residual-momentum/p1)).
+
+To publish a strategy to our [Strategy Library](https://www.quantconnect.com/tutorials/strategy-library/strategy-library), follow the steps on the [documentation page](https://www.quantconnect.com/docs/v2/writing-algorithms/strategy-library#03-Contribute-Tutorials)
+
+## New Tutorial Requests and Edits ##
+
+Please submit new tutorial requests as an issue to the [Tutorials][5] repository. Before submitting an issue please read others to ensure it is not a duplicate. Edits and fixes for clarity are warmly welcomed!
 
 [1]: https://www.quantconnect.com/tutorials "Tutorials Viewer"
 [2]: https://www.quantconnect.com/lean/docs "Lean Documentation"
 [3]: https://github.com/QuantConnect/Lean/archive/master.zip
 [4]: https://github.com/QuantConnect/Lean
 [5]: https://github.com/QuantConnect/Tutorials/issues
-[6]: https://groups.google.com/forum/#!forum/lean-engine
 [7]: https://github.com/QuantConnect/Lean/blob/master/CONTRIBUTING.md
 [8]: https://www.quantconnect.com/slack

From 67580984b715b02d829840831b8bc487f29c7213 Mon Sep 17 00:00:00 2001
From: Gustavo Aviles 
Date: Wed, 15 Jun 2022 17:35:12 -0700
Subject: [PATCH 8/9] Update backtest embed url.

---
 .../05 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../06 Algorithm.html                         |  2 +-
 .../06 \347\256\227\346\263\225.cn.html"      |  4 +--
 .../04 Algorithm.html                         |  4 +--
 .../05 Algorithm.html                         |  2 +-
 .../06 Algorithm.html                         |  2 +-
 .../06 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../05 Algorithm.html                         |  2 +-
 .../04 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../04 Algorithm.html                         |  2 +-
 .../113 January Barometer/03 Algorithm.html   |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../13 Asset Class Momentum/03 Algorithm.html |  2 +-
 .../14 Sector Momentum/03 Algorithm.html      |  2 +-
 .../15 Short Term Reversal/03 Algorithm.html  |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../16 Overnight Anomaly/03 Algorithm.html    |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../17 Forex Momentum/03 Algorithm.html       |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../20 Forex Carry Trade/03 Algorithm.html    |  2 +-
 .../03 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../04 Algorithm.html                         |  4 +--
 .../04 \347\256\227\346\263\225.cn.html"      |  4 +--
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  4 +--
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../32 Gold Market Timing/03 Algorithm.html   |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 \347\256\227\346\263\225.cn.html"      |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../03 Algorithm.html                         |  2 +-
 .../83 Pre-Holiday Effect/03 Algorithm.html   |  2 +-
 .../06 Algorithm.html                         | 18 ++++++-------
 .../13 Market Risk/06 Algorithm.html          | 26 +++++++++----------
 .../05 Algorithm.html                         |  2 +-
 .../05 Algorithm.html                         |  2 +-
 .../01 Covered Call/04 Algorithm.html         |  4 +--
 .../02 Bull Call Spread/04 Algorithm.html     |  4 +--
 .../03 Long Straddle/04 Algorithm.html        |  4 +--
 .../04 Long Strangle/04 Algorithm.html        |  4 +--
 .../05 Butterfly Spread/04 Algorithm.html     |  4 +--
 .../06 Iron Condor/04 Algorithm.html          |  4 +--
 .../07 Iron Butterfly/04 Algorithm.html       |  4 +--
 .../08 Protective Collar/04 Algorithm.html    |  4 +--
 65 files changed, 98 insertions(+), 98 deletions(-)

diff --git "a/04 Strategy Library/01 CAPM Alpha Ranking Strategy on Dow 30 Companies/05 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/01 CAPM Alpha Ranking Strategy on Dow 30 Companies/05 \347\256\227\346\263\225.cn.html"
index 1f296ed..4a79e84 100644
--- "a/04 Strategy Library/01 CAPM Alpha Ranking Strategy on Dow 30 Companies/05 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/01 CAPM Alpha Ranking Strategy on Dow 30 Companies/05 \347\256\227\346\263\225.cn.html"	
@@ -4,6 +4,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/02 Combining Mean Reversion and Momentum in Forex Market/06 Algorithm.html b/04 Strategy Library/02 Combining Mean Reversion and Momentum in Forex Market/06 Algorithm.html
index 5c357f4..9717146 100755
--- a/04 Strategy Library/02 Combining Mean Reversion and Momentum in Forex Market/06 Algorithm.html	
+++ b/04 Strategy Library/02 Combining Mean Reversion and Momentum in Forex Market/06 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/03 Pairs Trading-Copula vs Cointegration/06 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/03 Pairs Trading-Copula vs Cointegration/06 \347\256\227\346\263\225.cn.html"
index 932854a..c5d9f52 100644
--- "a/04 Strategy Library/03 Pairs Trading-Copula vs Cointegration/06 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/03 Pairs Trading-Copula vs Cointegration/06 \347\256\227\346\263\225.cn.html"	
@@ -4,7 +4,7 @@
 

     

     

-        
+        
     

 

 
@@ -14,6 +14,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/04 The Dynamic Breakout II Strategy/04 Algorithm.html b/04 Strategy Library/04 The Dynamic Breakout II Strategy/04 Algorithm.html
index 58173b8..3358861 100755
--- a/04 Strategy Library/04 The Dynamic Breakout II Strategy/04 Algorithm.html	
+++ b/04 Strategy Library/04 The Dynamic Breakout II Strategy/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

-        
+        
     

 

 

@@ -13,6 +13,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/06 Can Crude Oil Predict Equity Returns/05 Algorithm.html b/04 Strategy Library/06 Can Crude Oil Predict Equity Returns/05 Algorithm.html
index 01b99d6..0115518 100755
--- a/04 Strategy Library/06 Can Crude Oil Predict Equity Returns/05 Algorithm.html	
+++ b/04 Strategy Library/06 Can Crude Oil Predict Equity Returns/05 Algorithm.html	
@@ -4,6 +4,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 Algorithm.html b/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 Algorithm.html
index 69b6365..3d55776 100755
--- a/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 Algorithm.html	
+++ b/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 \347\256\227\346\263\225.cn.html"
index 69b6365..3d55776 100644
--- "a/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/07 Intraday Dynamic Pairs Trading using Correlation and Cointegration Approach/06 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/08 The Momentum Strategy Based on the Low Frequency Component of Forex Market/05 Algorithm.html b/04 Strategy Library/08 The Momentum Strategy Based on the Low Frequency Component of Forex Market/05 Algorithm.html
index 03b3ba2..f9505bd 100755
--- a/04 Strategy Library/08 The Momentum Strategy Based on the Low Frequency Component of Forex Market/05 Algorithm.html	
+++ b/04 Strategy Library/08 The Momentum Strategy Based on the Low Frequency Component of Forex Market/05 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/09 Stock Selection Strategy Based on Fundamental Factors/04 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/09 Stock Selection Strategy Based on Fundamental Factors/04 \347\256\227\346\263\225.cn.html"
index bcf0bc2..d1a72fa 100644
--- "a/04 Strategy Library/09 Stock Selection Strategy Based on Fundamental Factors/04 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/09 Stock Selection Strategy Based on Fundamental Factors/04 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/100 Trading with WTI BRENT Spread/03 Algorithm.html b/04 Strategy Library/100 Trading with WTI BRENT Spread/03 Algorithm.html
index 15151d8..ccc8b22 100644
--- a/04 Strategy Library/100 Trading with WTI BRENT Spread/03 Algorithm.html	
+++ b/04 Strategy Library/100 Trading with WTI BRENT Spread/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git "a/04 Strategy Library/100 Trading with WTI BRENT Spread/03 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/100 Trading with WTI BRENT Spread/03 \347\256\227\346\263\225.cn.html"
index 15151d8..ccc8b22 100644
--- "a/04 Strategy Library/100 Trading with WTI BRENT Spread/03 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/100 Trading with WTI BRENT Spread/03 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/102 Option Expiration Week Effect/03 Algorithm.html b/04 Strategy Library/102 Option Expiration Week Effect/03 Algorithm.html
index 516d50a..7ff9460 100644
--- a/04 Strategy Library/102 Option Expiration Week Effect/03 Algorithm.html	
+++ b/04 Strategy Library/102 Option Expiration Week Effect/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/11 Fundamental Factor Long Short Strategy/04 Algorithm.html b/04 Strategy Library/11 Fundamental Factor Long Short Strategy/04 Algorithm.html
index 53170f5..b8d9c7d 100755
--- a/04 Strategy Library/11 Fundamental Factor Long Short Strategy/04 Algorithm.html	
+++ b/04 Strategy Library/11 Fundamental Factor Long Short Strategy/04 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/113 January Barometer/03 Algorithm.html b/04 Strategy Library/113 January Barometer/03 Algorithm.html
index be69ba3..e85f53d 100644
--- a/04 Strategy Library/113 January Barometer/03 Algorithm.html	
+++ b/04 Strategy Library/113 January Barometer/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/114 January Effect in Stocks/03 Algorithm.html b/04 Strategy Library/114 January Effect in Stocks/03 Algorithm.html
index f94dcba..6dc92eb 100644
--- a/04 Strategy Library/114 January Effect in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/114 January Effect in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/12 Asset Class Trend Following/03 Algorithm.html b/04 Strategy Library/12 Asset Class Trend Following/03 Algorithm.html
index ca04542..77b7892 100644
--- a/04 Strategy Library/12 Asset Class Trend Following/03 Algorithm.html	
+++ b/04 Strategy Library/12 Asset Class Trend Following/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

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diff --git a/04 Strategy Library/125 12 Month Cycle in Cross-Section of Stocks Returns/03 Algorithm.html b/04 Strategy Library/125 12 Month Cycle in Cross-Section of Stocks Returns/03 Algorithm.html
index 6189f9c..e7aa2b2 100644
--- a/04 Strategy Library/125 12 Month Cycle in Cross-Section of Stocks Returns/03 Algorithm.html	
+++ b/04 Strategy Library/125 12 Month Cycle in Cross-Section of Stocks Returns/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/13 Asset Class Momentum/03 Algorithm.html b/04 Strategy Library/13 Asset Class Momentum/03 Algorithm.html
index 0e5258c..d001aad 100644
--- a/04 Strategy Library/13 Asset Class Momentum/03 Algorithm.html	
+++ b/04 Strategy Library/13 Asset Class Momentum/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/14 Sector Momentum/03 Algorithm.html b/04 Strategy Library/14 Sector Momentum/03 Algorithm.html
index 0cb1b39..80765bc 100644
--- a/04 Strategy Library/14 Sector Momentum/03 Algorithm.html	
+++ b/04 Strategy Library/14 Sector Momentum/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/15 Short Term Reversal/03 Algorithm.html b/04 Strategy Library/15 Short Term Reversal/03 Algorithm.html
index 09e4c6f..1970b93 100644
--- a/04 Strategy Library/15 Short Term Reversal/03 Algorithm.html	
+++ b/04 Strategy Library/15 Short Term Reversal/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

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diff --git a/04 Strategy Library/155 Momentum and Reversal Combined with Volatility Effect in Stocks/03 Algorithm.html b/04 Strategy Library/155 Momentum and Reversal Combined with Volatility Effect in Stocks/03 Algorithm.html
index e3a87f0..41faf63 100644
--- a/04 Strategy Library/155 Momentum and Reversal Combined with Volatility Effect in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/155 Momentum and Reversal Combined with Volatility Effect in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/16 Overnight Anomaly/03 Algorithm.html b/04 Strategy Library/16 Overnight Anomaly/03 Algorithm.html
index e4a3020..cb7b3a9 100644
--- a/04 Strategy Library/16 Overnight Anomaly/03 Algorithm.html	
+++ b/04 Strategy Library/16 Overnight Anomaly/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 Algorithm.html b/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 Algorithm.html
index 6bbcd8e..219c782 100644
--- a/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 Algorithm.html	
+++ b/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 \347\256\227\346\263\225.cn.html"
index 6bbcd8e..219c782 100644
--- "a/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/162 Momentum Effect in Stocks in Small Portfolios/03 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/17 Forex Momentum/03 Algorithm.html b/04 Strategy Library/17 Forex Momentum/03 Algorithm.html
index b7fd60e..f8b0c4d 100644
--- a/04 Strategy Library/17 Forex Momentum/03 Algorithm.html	
+++ b/04 Strategy Library/17 Forex Momentum/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/18 Volatility Effect in Stocks/03 Algorithm.html b/04 Strategy Library/18 Volatility Effect in Stocks/03 Algorithm.html
index 0a0907d..97890a9 100644
--- a/04 Strategy Library/18 Volatility Effect in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/18 Volatility Effect in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/19 Pairs Trading with Stocks/03 Algorithm.html b/04 Strategy Library/19 Pairs Trading with Stocks/03 Algorithm.html
index 17a97c9..4b088a3 100644
--- a/04 Strategy Library/19 Pairs Trading with Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/19 Pairs Trading with Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/199 ROA Effect within Stocks/03 Algorithm.html b/04 Strategy Library/199 ROA Effect within Stocks/03 Algorithm.html
index c75531f..66e4458 100644
--- a/04 Strategy Library/199 ROA Effect within Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/199 ROA Effect within Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/20 Forex Carry Trade/03 Algorithm.html b/04 Strategy Library/20 Forex Carry Trade/03 Algorithm.html
index 1bb774b..d433b13 100644
--- a/04 Strategy Library/20 Forex Carry Trade/03 Algorithm.html	
+++ b/04 Strategy Library/20 Forex Carry Trade/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/20 Forex Carry Trade/03 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/20 Forex Carry Trade/03 \347\256\227\346\263\225.cn.html"
index 1bb774b..d433b13 100644
--- "a/04 Strategy Library/20 Forex Carry Trade/03 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/20 Forex Carry Trade/03 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/207 Value Effect within Countries/03 Algorithm.html b/04 Strategy Library/207 Value Effect within Countries/03 Algorithm.html
index b581b49..f2180a0 100644
--- a/04 Strategy Library/207 Value Effect within Countries/03 Algorithm.html	
+++ b/04 Strategy Library/207 Value Effect within Countries/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git a/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 Algorithm.html b/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 Algorithm.html
index 37631d8..1f5050c 100644
--- a/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 Algorithm.html	
+++ b/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 Algorithm.html	
@@ -2,13 +2,13 @@ 
The Momentum Effect

 

     

     

-        
+        
     

 

 
Equal Weighted Benchmark

 

     

     

-        
+        
     

 

diff --git "a/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 \347\256\227\346\263\225.cn.html"
index cd34f0c..7078bbf 100644
--- "a/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/22 Momentum Effect in Country Equity Indexes/04 \347\256\227\346\263\225.cn.html"	
@@ -2,13 +2,13 @@ 
动量效应

 

     

     

-        
+        
     

 

 
平均加权基准

 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/229 Earnings Quality Factor/03 Algorithm.html b/04 Strategy Library/229 Earnings Quality Factor/03 Algorithm.html
index 3bc488d..bdafd79 100644
--- a/04 Strategy Library/229 Earnings Quality Factor/03 Algorithm.html	
+++ b/04 Strategy Library/229 Earnings Quality Factor/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/23 Mean Reversion Effect in Country Equity Indexes/03 Algorithm.html b/04 Strategy Library/23 Mean Reversion Effect in Country Equity Indexes/03 Algorithm.html
index 547579a..2b216a7 100644
--- a/04 Strategy Library/23 Mean Reversion Effect in Country Equity Indexes/03 Algorithm.html	
+++ b/04 Strategy Library/23 Mean Reversion Effect in Country Equity Indexes/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/24 Liquidity Effect in Stocks/03 Algorithm.html b/04 Strategy Library/24 Liquidity Effect in Stocks/03 Algorithm.html
index 5041f10..15edb83 100644
--- a/04 Strategy Library/24 Liquidity Effect in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/24 Liquidity Effect in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/25 Volatility Risk Premium Effect/03 Algorithm.html b/04 Strategy Library/25 Volatility Risk Premium Effect/03 Algorithm.html
index a0bce57..0733d81 100644
--- a/04 Strategy Library/25 Volatility Risk Premium Effect/03 Algorithm.html	
+++ b/04 Strategy Library/25 Volatility Risk Premium Effect/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/29 Term Structure Effect in Commodities/03 Algorithm.html b/04 Strategy Library/29 Term Structure Effect in Commodities/03 Algorithm.html
index ada8627..f820ca9 100644
--- a/04 Strategy Library/29 Term Structure Effect in Commodities/03 Algorithm.html	
+++ b/04 Strategy Library/29 Term Structure Effect in Commodities/03 Algorithm.html	
@@ -3,7 +3,7 @@
 

     

     

-        
+        
     

 

 
@@ -11,7 +11,7 @@
 

     

     

-        
+        
     

 

 
diff --git a/04 Strategy Library/30 Momentum Effect Combined with Term Structure in Commodities/03 Algorithm.html b/04 Strategy Library/30 Momentum Effect Combined with Term Structure in Commodities/03 Algorithm.html
index 91052ac..b781228 100644
--- a/04 Strategy Library/30 Momentum Effect Combined with Term Structure in Commodities/03 Algorithm.html	
+++ b/04 Strategy Library/30 Momentum Effect Combined with Term Structure in Commodities/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/31 Book-to-Market Value Anomaly/03 Algorithm.html b/04 Strategy Library/31 Book-to-Market Value Anomaly/03 Algorithm.html
index e0ed93e..9029e2c 100644
--- a/04 Strategy Library/31 Book-to-Market Value Anomaly/03 Algorithm.html	
+++ b/04 Strategy Library/31 Book-to-Market Value Anomaly/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/32 Gold Market Timing/03 Algorithm.html b/04 Strategy Library/32 Gold Market Timing/03 Algorithm.html
index 414a43d..c74f50c 100644
--- a/04 Strategy Library/32 Gold Market Timing/03 Algorithm.html	
+++ b/04 Strategy Library/32 Gold Market Timing/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/34 Momentum-Short Term Reversal Strategy/03 Algorithm.html b/04 Strategy Library/34 Momentum-Short Term Reversal Strategy/03 Algorithm.html
index a38d444..b3b0694 100644
--- a/04 Strategy Library/34 Momentum-Short Term Reversal Strategy/03 Algorithm.html	
+++ b/04 Strategy Library/34 Momentum-Short Term Reversal Strategy/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 Algorithm.html b/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 Algorithm.html
index 9af8464..cff2414 100644
--- a/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
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diff --git "a/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 \347\256\227\346\263\225.cn.html" "b/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 \347\256\227\346\263\225.cn.html"
index 9af8464..cff2414 100644
--- "a/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 \347\256\227\346\263\225.cn.html"	
+++ "b/04 Strategy Library/36 Sentiment and Style Rotation Effect in Stocks/03 \347\256\227\346\263\225.cn.html"	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/37 Momentum and State of Market Filters/03 Algorithm.html b/04 Strategy Library/37 Momentum and State of Market Filters/03 Algorithm.html
index c07b1c7..926770b 100644
--- a/04 Strategy Library/37 Momentum and State of Market Filters/03 Algorithm.html	
+++ b/04 Strategy Library/37 Momentum and State of Market Filters/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/40 Pairs Trading with Country ETFs/03 Algorithm.html b/04 Strategy Library/40 Pairs Trading with Country ETFs/03 Algorithm.html
index 7cf2e86..36343ed 100644
--- a/04 Strategy Library/40 Pairs Trading with Country ETFs/03 Algorithm.html	
+++ b/04 Strategy Library/40 Pairs Trading with Country ETFs/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/58 VIX Predicts Stock Index Returns/03 Algorithm.html b/04 Strategy Library/58 VIX Predicts Stock Index Returns/03 Algorithm.html
index f8ca3b6..529a2d1 100644
--- a/04 Strategy Library/58 VIX Predicts Stock Index Returns/03 Algorithm.html	
+++ b/04 Strategy Library/58 VIX Predicts Stock Index Returns/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/61 Lunar Cycle in Equity Market/03 Algorithm.html b/04 Strategy Library/61 Lunar Cycle in Equity Market/03 Algorithm.html
index 55f69ca..8caed63 100644
--- a/04 Strategy Library/61 Lunar Cycle in Equity Market/03 Algorithm.html	
+++ b/04 Strategy Library/61 Lunar Cycle in Equity Market/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/66 Combining Momentum Effect with Volume/03 Algorithm.html b/04 Strategy Library/66 Combining Momentum Effect with Volume/03 Algorithm.html
index 3956745..57f98de 100644
--- a/04 Strategy Library/66 Combining Momentum Effect with Volume/03 Algorithm.html	
+++ b/04 Strategy Library/66 Combining Momentum Effect with Volume/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/71 Short Term Reversal with Futures/03 Algorithm.html b/04 Strategy Library/71 Short Term Reversal with Futures/03 Algorithm.html
index 430008f..d3f5c48 100644
--- a/04 Strategy Library/71 Short Term Reversal with Futures/03 Algorithm.html	
+++ b/04 Strategy Library/71 Short Term Reversal with Futures/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/77 Beta Factors in Stocks/03 Algorithm.html b/04 Strategy Library/77 Beta Factors in Stocks/03 Algorithm.html
index c9839cd..91f1e5a 100644
--- a/04 Strategy Library/77 Beta Factors in Stocks/03 Algorithm.html	
+++ b/04 Strategy Library/77 Beta Factors in Stocks/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/78 Beta Factor in Country Equity Indexes/03 Algorithm.html b/04 Strategy Library/78 Beta Factor in Country Equity Indexes/03 Algorithm.html
index 36e3092..0447f1a 100644
--- a/04 Strategy Library/78 Beta Factor in Country Equity Indexes/03 Algorithm.html	
+++ b/04 Strategy Library/78 Beta Factor in Country Equity Indexes/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/04 Strategy Library/83 Pre-Holiday Effect/03 Algorithm.html b/04 Strategy Library/83 Pre-Holiday Effect/03 Algorithm.html
index b59109e..64580ab 100644
--- a/04 Strategy Library/83 Pre-Holiday Effect/03 Algorithm.html	
+++ b/04 Strategy Library/83 Pre-Holiday Effect/03 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/05 Introduction to Financial Python[]/12 Modern Portfolio Theory/06 Algorithm.html b/05 Introduction to Financial Python[]/12 Modern Portfolio Theory/06 Algorithm.html
index 8d6082c..309e3c2 100755
--- a/05 Introduction to Financial Python[]/12 Modern Portfolio Theory/06 Algorithm.html	
+++ b/05 Introduction to Financial Python[]/12 Modern Portfolio Theory/06 Algorithm.html	
@@ -1,9 +1,9 @@
-

-  Mean-variance analysis is used to optimize portfolios with several strategies. Here we treat Dow 30 stocks as strategy and designed an algorithm to test mean-variance analysis:
-

-

-    

-    

-        
-    

-

+

+  Mean-variance analysis is used to optimize portfolios with several strategies. Here we treat Dow 30 stocks as strategy and designed an algorithm to test mean-variance analysis:
+

+

+    

+    

+        
+    

+

diff --git a/05 Introduction to Financial Python[]/13 Market Risk/06 Algorithm.html b/05 Introduction to Financial Python[]/13 Market Risk/06 Algorithm.html
index 3069322..64474c1 100755
--- a/05 Introduction to Financial Python[]/13 Market Risk/06 Algorithm.html	
+++ b/05 Introduction to Financial Python[]/13 Market Risk/06 Algorithm.html	
@@ -1,13 +1,13 @@
-

-    

-    

-        
-    

-

-
-

-    

-    

-        
-    

-

+

+    

+    

+        
+    

+

+
+

+    

+    

+        
+    

+

diff --git a/06 Introduction to Options[]/02 QuantConnect Options API/05 Algorithm.html b/06 Introduction to Options[]/02 QuantConnect Options API/05 Algorithm.html
index 64b1d35..e485feb 100755
--- a/06 Introduction to Options[]/02 QuantConnect Options API/05 Algorithm.html	
+++ b/06 Introduction to Options[]/02 QuantConnect Options API/05 Algorithm.html	
@@ -4,6 +4,6 @@
 

     

     

-        
+        
     

 

diff --git a/06 Introduction to Options[]/03 Put-Call Parity and Arbitrage Strategies/05 Algorithm.html b/06 Introduction to Options[]/03 Put-Call Parity and Arbitrage Strategies/05 Algorithm.html
index 12d6ce9..b196a80 100755
--- a/06 Introduction to Options[]/03 Put-Call Parity and Arbitrage Strategies/05 Algorithm.html	
+++ b/06 Introduction to Options[]/03 Put-Call Parity and Arbitrage Strategies/05 Algorithm.html	
@@ -1,6 +1,6 @@
 

     

     

-        
+        
     

 

diff --git a/07 Applied Options[]/01 Covered Call/04 Algorithm.html b/07 Applied Options[]/01 Covered Call/04 Algorithm.html
index 9fa4e5e..6858e6e 100755
--- a/07 Applied Options[]/01 Covered Call/04 Algorithm.html	
+++ b/07 Applied Options[]/01 Covered Call/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

-        
+        
     

 

 

@@ -13,6 +13,6 @@
 

     

     

-        
+        
     

 

diff --git a/07 Applied Options[]/02 Bull Call Spread/04 Algorithm.html b/07 Applied Options[]/02 Bull Call Spread/04 Algorithm.html
index 0e1c81b..ef1b62b 100755
--- a/07 Applied Options[]/02 Bull Call Spread/04 Algorithm.html	
+++ b/07 Applied Options[]/02 Bull Call Spread/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

-        
+        
     

 

 

@@ -13,6 +13,6 @@
 

     

     

-        
+        
     

 

diff --git a/07 Applied Options[]/03 Long Straddle/04 Algorithm.html b/07 Applied Options[]/03 Long Straddle/04 Algorithm.html
index 3e98c40..89e3d28 100755
--- a/07 Applied Options[]/03 Long Straddle/04 Algorithm.html	
+++ b/07 Applied Options[]/03 Long Straddle/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

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diff --git a/07 Applied Options[]/04 Long Strangle/04 Algorithm.html b/07 Applied Options[]/04 Long Strangle/04 Algorithm.html
index 78ab066..09a8a85 100755
--- a/07 Applied Options[]/04 Long Strangle/04 Algorithm.html	
+++ b/07 Applied Options[]/04 Long Strangle/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

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diff --git a/07 Applied Options[]/05 Butterfly Spread/04 Algorithm.html b/07 Applied Options[]/05 Butterfly Spread/04 Algorithm.html
index 134f5b1..beb7ac0 100755
--- a/07 Applied Options[]/05 Butterfly Spread/04 Algorithm.html	
+++ b/07 Applied Options[]/05 Butterfly Spread/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

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diff --git a/07 Applied Options[]/06 Iron Condor/04 Algorithm.html b/07 Applied Options[]/06 Iron Condor/04 Algorithm.html
index cf2d154..7a08824 100755
--- a/07 Applied Options[]/06 Iron Condor/04 Algorithm.html	
+++ b/07 Applied Options[]/06 Iron Condor/04 Algorithm.html	
@@ -4,7 +4,7 @@
 

     

     

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diff --git a/07 Applied Options[]/07 Iron Butterfly/04 Algorithm.html b/07 Applied Options[]/07 Iron Butterfly/04 Algorithm.html
index cd42f7d..05d0e03 100755
--- a/07 Applied Options[]/07 Iron Butterfly/04 Algorithm.html	
+++ b/07 Applied Options[]/07 Iron Butterfly/04 Algorithm.html	
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diff --git a/07 Applied Options[]/08 Protective Collar/04 Algorithm.html b/07 Applied Options[]/08 Protective Collar/04 Algorithm.html
index 245885d..77dc3ce 100755
--- a/07 Applied Options[]/08 Protective Collar/04 Algorithm.html	
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From 144ea92bd184b1cd91f0af35c8aa288e97d1ed5f Mon Sep 17 00:00:00 2001
From: avorobiev 
Date: Mon, 28 Jul 2025 17:58:07 +0300
Subject: [PATCH 9/9] Correct intrinsic and time value calculation in AAPL
 example

---
 .../01 General Features of Options/04 The Value of Options.html | 2 +-
 1 file changed, 1 insertion(+), 1 deletion(-)

diff --git a/06 Introduction to Options[]/01 General Features of Options/04 The Value of Options.html b/06 Introduction to Options[]/01 General Features of Options/04 The Value of Options.html
index f0877cc..b392bbd 100755
--- a/06 Introduction to Options[]/01 General Features of Options/04 The Value of Options.html	
+++ b/06 Introduction to Options[]/01 General Features of Options/04 The Value of Options.html	
@@ -12,5 +12,5 @@
 \[Time Value= Premium-Intrinsic Value\]

-For example, an AAPL call option contract which expires after 10 days has strike $143 and premium $10. now the market price of AAPL is $160. The intrinsic value of this contract is 160-143=$17, the time value is 17-10=$7. Although the intrinsic value of OTM and ATM options is zero, they have time values if they still have a certain amount of time until the option expires so for OTM and ATM options, their premiums equal their time values. +For example, an AAPL call option contract which expires after 10 days has strike $143 and premium $10. now the market price of AAPL is $150. The intrinsic value of this contract is 150-143=$7, the time value is 10-7=$3. Although the intrinsic value of OTM and ATM options is zero, they have time values if they still have a certain amount of time until the option expires so for OTM and ATM options, their premiums equal their time values.