Giters
lambdaclass
/
options_backtester
Simple backtesting software for options
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149
Watchers:
28
Issues:
40
Forks:
27
lambdaclass/options_backtester Issues
Can we use timeframe in minutes ?
Updated
a year ago
feedback request
Closed
3 years ago
Comments count
8
Backtest options over eurodollar contracts
Updated
3 years ago
Comments count
1
Improve entry signal selection
Updated
4 years ago
Send alerts via push notifications
Closed
4 years ago
Send alerts via email
Closed
4 years ago
Keep track of daily closing values
Closed
4 years ago
Create different Strategy classes
Updated
4 years ago
Refactor data handler to allow reading from different sources
Closed
4 years ago
Persist logs outside Docker container
Closed
4 years ago
Take ideas from PyAlgoTrade and QSTrader
Closed
4 years ago
Add more tests to data scraper
Closed
4 years ago
Take ideas from Shiller's data sets
Closed
4 years ago
Investigate alternative option pricing models
Closed
4 years ago
Implement tail hedge strategy
Closed
4 years ago
Implement Ray Dalio's balanced portfolio
Closed
4 years ago
Improve handling of edge cases in data scraper
Closed
4 years ago
Add retry policy to data scraper
Closed
4 years ago
Add Travics CI
Closed
4 years ago
Compare results with data we have from books
Closed
4 years ago
Comments count
1
Improve documentation
Closed
4 years ago
Backup CBOE daily files when aggregation fails
Closed
4 years ago
Add statistics and visualizations to backtest
Closed
4 years ago
Add type validation to Schema
Closed
4 years ago
Move signals filtering to Strategy
Closed
4 years ago
Review backtester demo
Closed
4 years ago
Add black to the makefile
Closed
4 years ago
Comments count
2
Add progress bar
Closed
4 years ago
Try pyflux
Closed
4 years ago
Add type validation in Schema
Closed
5 years ago
Comments count
1
Add portfolio component [6h]
Closed
5 years ago
Comments count
1
Create Filter structure to determine entry and exit conditions [4h]
Closed
5 years ago
Add Schema validation [2h]
Closed
5 years ago
Create backtest driver [4h]
Closed
5 years ago
Add tests for filters [2h]
Closed
5 years ago
Create Strategy strutcture [6h]
Closed
5 years ago
Create Data structure [4h]
Closed
5 years ago
Take ideas from @AnthonyFJGarner notebooks
Closed
5 years ago
Rewrite backtester
Closed
5 years ago
Create CONTRIBUTING.md
Closed
5 years ago