Part 3: Unholy Grails - Testing A Martingale Algorithm on QuantConnect

In this installment, I briefly discuss how this algo is structured based on the principles outlined in Parts 1 and 2. I then see how well the recovery mechanism functions by selecting improper implied volatility values as well as an incorrect assessment of a Long Bias. This dataset is run against the SPY using Call and Put options to enter simultaneous Long and Short positions.