Universe Selection Model that adds the following Volatility ETFs at their inception date 2010-02-11 SQQQ ProShares UltraPro ShortQQQ 2010-02-11 TQQQ ProShares UltraProQQQ 2010-11-30 TVIX VelocityShares Daily 2x VIX Short Term ETN 2011-01-04 VIXY ProShares VIX Short-Term Futures ETF 2011-05-05 SPLV Invesco S&P 500® Low Volatility ETF 2011-10-04 SVXY ProShares Short VIX Short-Term Futures 2011-10-04 UVXY ProShares Ultra VIX Short-Term Futures 2011-10-20 EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 2011-10-20 EFAV iShares Edge MSCI Min Vol EAFE ETF 2011-10-20 USMV iShares Edge MSCI Min Vol USA ETF More...
Public Member Functions | |
| VolatilityETFUniverse () | |
| Initializes a new instance of the VolatilityETFUniverse class More... | |
 Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.InceptionDateUniverseSelectionModel | |
| InceptionDateUniverseSelectionModel (string name, Dictionary< string, DateTime > tickersByDate) | |
| Initializes a new instance of the InceptionDateUniverseSelectionModel class More... | |
| InceptionDateUniverseSelectionModel (string name, PyObject tickersByDate) | |
| Initializes a new instance of the InceptionDateUniverseSelectionModel class More... | |
| override IEnumerable< string > | Select (QCAlgorithm algorithm, DateTime date) |
| Returns all tickers that are trading at current algorithm Time More... | |
| Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.CustomUniverseSelectionModel | |
| CustomUniverseSelectionModel (string name, Func< DateTime, IEnumerable< string >> selector) | |
| Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More... | |
| CustomUniverseSelectionModel (string name, PyObject selector) | |
| Initializes a new instance of the CustomUniverseSelectionModel class for Market.USA and SecurityType.Equity using the algorithm's universe settings More... | |
| CustomUniverseSelectionModel (SecurityType securityType, string name, string market, Func< DateTime, IEnumerable< string >> selector, UniverseSettings universeSettings, TimeSpan interval) | |
| Initializes a new instance of the CustomUniverseSelectionModel class More... | |
| CustomUniverseSelectionModel (SecurityType securityType, string name, string market, PyObject selector, UniverseSettings universeSettings, TimeSpan interval) | |
| Initializes a new instance of the CustomUniverseSelectionModel class More... | |
| override IEnumerable< Universe > | CreateUniverses (QCAlgorithm algorithm) |
| Creates the universes for this algorithm. Called at algorithm start. More... | |
| override string | ToString () |
| Returns a string that represents the current object More... | |
| Public Member Functions inherited from QuantConnect.Algorithm.Framework.Selection.UniverseSelectionModel | |
| virtual DateTime | GetNextRefreshTimeUtc () |
Gets the next time the framework should invoke the CreateUniverses method to refresh the set of universes. More... | |
Detailed Description
Universe Selection Model that adds the following Volatility ETFs at their inception date 2010-02-11 SQQQ ProShares UltraPro ShortQQQ 2010-02-11 TQQQ ProShares UltraProQQQ 2010-11-30 TVIX VelocityShares Daily 2x VIX Short Term ETN 2011-01-04 VIXY ProShares VIX Short-Term Futures ETF 2011-05-05 SPLV Invesco S&P 500® Low Volatility ETF 2011-10-04 SVXY ProShares Short VIX Short-Term Futures 2011-10-04 UVXY ProShares Ultra VIX Short-Term Futures 2011-10-20 EEMV iShares Edge MSCI Min Vol Emerging Markets ETF 2011-10-20 EFAV iShares Edge MSCI Min Vol EAFE ETF 2011-10-20 USMV iShares Edge MSCI Min Vol USA ETF
Definition at line 34 of file VolatilityETFUniverse.cs.
Constructor & Destructor Documentation
◆ VolatilityETFUniverse()
| QuantConnect.Algorithm.Framework.Selection.VolatilityETFUniverse.VolatilityETFUniverse | ( | ) |
Initializes a new instance of the VolatilityETFUniverse class
Definition at line 39 of file VolatilityETFUniverse.cs.
The documentation for this class was generated from the following file:
- Algorithm.Framework/Selection/VolatilityETFUniverse.cs
