Fixes Broken Links

01 Cloud Platform/13 Community/05 Quant League/05 Prizes.html

@@ -1,2 +1,2 @@
-<p>The top three organizations at the end of the quarterly competition receive prices of $500, $300, and $200, respectively. We are looking to increase these prizes via <a href="/docs/v2/cloud-platform/community/quant-league#10-Corporate-Sponsorship">Corporate Sponsorships</a>.</p>
+<p>The top three organizations at the end of the quarterly competition receive prices of $500, $300, and $200, respectively. We are looking to increase these prizes via <a href="/docs/v2/cloud-platform/community/quant-league#10-Corporate-Sponsorships">Corporate Sponsorships</a>.</p>
 <p>Additionally, the members of the winning team will get a chance to interview for a QuantConnect internship. </p>

03 Writing Algorithms/03 Securities/99 Asset Classes/03 Equity Options/03 Greeks and Implied Volatility/01 Key Concepts/02 Implied Volatility.html

@@ -27,4 +27,4 @@ <h4>Local and Stochastic Volatility</h4>
 <h4>Implied Volatility and Its Importance</h4>
 <p>If we view volatility modeling as a prospective approach, implied volatility (IV) can be understood as a retrospective, backward-looking measure derived from a chosen option pricing model. Following the no-arbitrage assumption, if we consider the market option price as the fair, theoretical price, we can use the current option price, along with other known variables, to determine the "fair" volatility value implied by the specific pricing model.</p>
 <p>Implied volatility serves not only as the output of the pricing formula's inverse but also as an input for option Greeks, which we will discuss subsequently, as it represents a "correct" and risk-adjusted measure of volatility. Accurate implied volatility is crucial for calculating the correct Greeks for both trading and hedging purposes. Additionally, implied volatility offers insights into the likelihood of a stock moving toward a specific price level, thereby serving as valuable data points for regression analysis in the modeling process or to assess the accuracy of the model.</p>
-<p>While modeling implied volatility can enhance pricing accuracy, some traders leverage implied volatility for volatility trading, as it tends to be more predictable due to volatility clustering. This concept can be implemented through trading composite Option strategies such as <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/long-straddle">Straddles</a> and an <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/iron-condor">Iron Condor</a>.</p>
+<p>While modeling implied volatility can enhance pricing accuracy, some traders leverage implied volatility for volatility trading, as it tends to be more predictable due to volatility clustering. This concept can be implemented through trading composite Option strategies such as <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/long-straddle">Straddles</a> and an <a href="/docs/v2/writing-algorithms/trading-and-orders/option-strategies/short-iron-condor">Iron Condor</a>.</p>