Index

_

__init__() (quantlab.analysis.options_strategies.OptionLeg method) (quantlab.analysis.options_strategies.OptionsStrategy method) (quantlab.core.analyzer.Analyzer method) (quantlab.data.api_clients.AlphaVantageClient method) (quantlab.data.api_clients.PolygonClient method) (quantlab.data.api_clients.RateLimiter method) (quantlab.data.api_clients.YFinanceClient method) (quantlab.data.data_manager.DataManager method)

A

advanced_greeks() (quantlab.analysis.options_strategies.OptionsStrategy method) AlphaVantageClient (class in quantlab.data.api_clients)

analyze_portfolio() (quantlab.core.analyzer.Analyzer method) analyze_ticker() (quantlab.core.analyzer.Analyzer method) Analyzer (class in quantlab.core.analyzer)

B

BASE_URL (quantlab.data.api_clients.AlphaVantageClient attribute) BEAR_CALL_SPREAD (quantlab.analysis.options_strategies.StrategyType attribute) bear_call_spread() (quantlab.analysis.options_strategies.StrategyBuilder static method) BEAR_PUT_SPREAD (quantlab.analysis.options_strategies.StrategyType attribute) bear_put_spread() (quantlab.analysis.options_strategies.StrategyBuilder static method) breakeven_points() (quantlab.analysis.options_strategies.OptionsStrategy method)

BULL_CALL_SPREAD (quantlab.analysis.options_strategies.StrategyType attribute) bull_call_spread() (quantlab.analysis.options_strategies.StrategyBuilder static method) BULL_PUT_SPREAD (quantlab.analysis.options_strategies.StrategyType attribute) bull_put_spread() (quantlab.analysis.options_strategies.StrategyBuilder static method) BUTTERFLY (quantlab.analysis.options_strategies.StrategyType attribute) butterfly() (quantlab.analysis.options_strategies.StrategyBuilder static method)

C

calculate_advanced_greeks() (quantlab.analysis.options_strategies.OptionLeg method) CALENDAR_SPREAD (quantlab.analysis.options_strategies.StrategyType attribute) calendar_spread() (quantlab.analysis.options_strategies.StrategyBuilder static method) CALL (quantlab.analysis.options_strategies.OptionType attribute) CASH_SECURED_PUT (quantlab.analysis.options_strategies.StrategyType attribute) cash_secured_put() (quantlab.analysis.options_strategies.StrategyBuilder static method) COVERED_CALL (quantlab.analysis.options_strategies.StrategyType attribute) covered_call() (quantlab.analysis.options_strategies.StrategyBuilder static method)

create_candlestick_chart() (in module quantlab.visualization.price_charts) create_greeks_3d_surface() (in module quantlab.visualization.options_charts) create_greeks_heatmap() (in module quantlab.visualization.options_charts) create_greeks_timeline() (in module quantlab.visualization.options_charts) create_multi_ticker_comparison() (in module quantlab.visualization.price_charts) create_payoff_diagram() (in module quantlab.visualization.options_charts) create_price_line_chart() (in module quantlab.visualization.price_charts) create_strategy_comparison() (in module quantlab.visualization.options_charts) current_stock_price (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1]

D

DataManager (class in quantlab.data.data_manager)

E

expiration (quantlab.analysis.options_strategies.OptionLeg attribute)

G

get_fundamentals() (quantlab.data.api_clients.YFinanceClient method) (quantlab.data.data_manager.DataManager method) get_institutional_holders() (quantlab.data.api_clients.YFinanceClient method) get_intraday_aggregates() (quantlab.data.api_clients.PolygonClient method) get_intraday_prices() (quantlab.data.data_manager.DataManager method) get_market_holidays() (quantlab.data.api_clients.PolygonClient method) get_news_sentiment() (quantlab.data.api_clients.AlphaVantageClient method) get_options_chain() (quantlab.data.api_clients.PolygonClient method) (quantlab.data.data_manager.DataManager method)

get_sentiment() (quantlab.data.data_manager.DataManager method) get_stock_price() (quantlab.data.data_manager.DataManager method) get_stock_snapshot() (quantlab.data.api_clients.PolygonClient method) get_technical_indicators() (quantlab.data.api_clients.PolygonClient method) (quantlab.data.data_manager.DataManager method) get_treasury_rate() (quantlab.data.api_clients.AlphaVantageClient method) get_vix() (quantlab.data.api_clients.YFinanceClient method) (quantlab.data.data_manager.DataManager method)

I

implied_volatility (quantlab.analysis.options_strategies.OptionLeg attribute)

IRON_CONDOR (quantlab.analysis.options_strategies.StrategyType attribute) iron_condor() (quantlab.analysis.options_strategies.StrategyBuilder static method)

L

legs (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1] LONG (quantlab.analysis.options_strategies.PositionType attribute) LONG_CALL (quantlab.analysis.options_strategies.StrategyType attribute)

long_call() (quantlab.analysis.options_strategies.StrategyBuilder static method) LONG_PUT (quantlab.analysis.options_strategies.StrategyType attribute) long_put() (quantlab.analysis.options_strategies.StrategyBuilder static method)

M

max_loss() (quantlab.analysis.options_strategies.OptionsStrategy method) max_profit() (quantlab.analysis.options_strategies.OptionsStrategy method) metadata (quantlab.analysis.options_strategies.OptionsStrategy attribute) module quantlab.analysis.options_strategies quantlab.cli.main quantlab.cli.visualize quantlab.core.analyzer quantlab.data.api_clients quantlab.data.data_manager quantlab.visualization.options_charts quantlab.visualization.price_charts

N

name (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1]

net_premium() (quantlab.analysis.options_strategies.OptionsStrategy method)

O

option_type (quantlab.analysis.options_strategies.OptionLeg attribute) OptionLeg (class in quantlab.analysis.options_strategies)

OptionsStrategy (class in quantlab.analysis.options_strategies) OptionType (class in quantlab.analysis.options_strategies)

P

payoff_diagram() (quantlab.analysis.options_strategies.OptionsStrategy method) pnl_at_price() (quantlab.analysis.options_strategies.OptionLeg method) (quantlab.analysis.options_strategies.OptionsStrategy method) PolygonClient (class in quantlab.data.api_clients) position_type (quantlab.analysis.options_strategies.OptionLeg attribute)

PositionType (class in quantlab.analysis.options_strategies) premium (quantlab.analysis.options_strategies.OptionLeg attribute) PROTECTIVE_PUT (quantlab.analysis.options_strategies.StrategyType attribute) protective_put() (quantlab.analysis.options_strategies.StrategyBuilder static method) PUT (quantlab.analysis.options_strategies.OptionType attribute)

Q

quantity (quantlab.analysis.options_strategies.OptionLeg attribute) quantlab.analysis.options_strategies module quantlab.cli.main module quantlab.cli.visualize module quantlab.core.analyzer module

quantlab.data.api_clients module quantlab.data.data_manager module quantlab.visualization.options_charts module quantlab.visualization.price_charts module

R

RateLimiter (class in quantlab.data.api_clients)

risk_free_rate (quantlab.analysis.options_strategies.OptionLeg attribute) risk_metrics() (quantlab.analysis.options_strategies.OptionsStrategy method)

S

SHORT (quantlab.analysis.options_strategies.PositionType attribute) stock_position (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1] STRADDLE (quantlab.analysis.options_strategies.StrategyType attribute) straddle() (quantlab.analysis.options_strategies.StrategyBuilder static method) STRANGLE (quantlab.analysis.options_strategies.StrategyType attribute)

strangle() (quantlab.analysis.options_strategies.StrategyBuilder static method) strategy_type (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1] StrategyBuilder (class in quantlab.analysis.options_strategies) StrategyType (class in quantlab.analysis.options_strategies) strike (quantlab.analysis.options_strategies.OptionLeg attribute)

T

target_date (quantlab.analysis.options_strategies.OptionsStrategy attribute), [1]

to_dict() (quantlab.analysis.options_strategies.OptionsStrategy method)

W

wait_if_needed() (quantlab.data.api_clients.RateLimiter method)

Y

YFinanceClient (class in quantlab.data.api_clients)