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Add margin-aware option strategy match selection - #9639

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AlexCatarino wants to merge 6 commits into
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AlexCatarino:support/215475229332236-margin-aware-option-grouping
Open

Add margin-aware option strategy match selection#9639
AlexCatarino wants to merge 6 commits into
QuantConnect:masterfrom
AlexCatarino:support/215475229332236-margin-aware-option-grouping

Apply the uncovered short bound to the default objective function only

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