Still active?

Question

Still active?

cooldharma opened this issue 4 years ago · comments

Hello Michael

Thanks for creating this project. This one comes nearest to my backtesting requirements (mainly want to backtest straddles & strangles), but I wonder if this project is still active and any plans of the release 2.0 that you mentioned here?

Best Regards
Dharma

Michael Chu · Answer 1 · Tue May 19 2020 00:57:03 GMT+0800 (China Standard Time)

Hi Dharma,

Thanks for your interest in this library, unfortunately I am currently no working on this project as I have less time to devote to it. However, it is not difficult to simulate straddles and strangles individually without this library, I can send you some sample code in SQL which you can easily translate into to Python or use as is.

Let me know if you are interested.

bryanbmb · Answer 2 · Mon Jun 01 2020 12:59:27 GMT+0800 (China Standard Time)

Hi Michael,

Similarly to Dharma, I am primarily interested in back testing strangles. Can you please elaborate on how to back test strangles?

Regards,
Bryan

Dikshita Wadhawan · Answer 3 · Tue Aug 25 2020 01:26:18 GMT+0800 (China Standard Time)

Hello Michael,

i am struggling to backtest strangles and couldnt find any valid content. i think optopsy can help me out but it's not working. i know u must be busy with ur work but can you help me out with it.i'll be really greatful to u.

regards,
Dikshita.

Michael Chu · Answer 4 · Tue Sep 29 2020 04:55:46 GMT+0800 (China Standard Time)

hi @bryanbmb @dikshita84, @cooldharma , my time has freed, and I am working on an update to optopsy that will allow you to backtest strangles/straddles. Please stay tuned for V2.

Michael Chu · Answer 5 · Mon Oct 05 2020 06:55:59 GMT+0800 (China Standard Time)

hi @bryanbmb @dikshita84 @cooldharma I have release v2.0.0b2, which add support for straddles and strangles. Please give that version a try and let me know if you encounter any issues.

Dikshita Wadhawan · Answer 6 · Tue Oct 27 2020 17:26:22 GMT+0800 (China Standard Time)

Thanks for the update. i'll definitely try on straddles and strangles.

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On Mon, 5 Oct 2020 at 04:26, Michael Chu ***@***.***> wrote: hi @bryanbmb <https://github.com/bryanbmb> @dikshita84 <https://github.com/dikshita84> @cooldharma <https://github.com/cooldharma> I have release v2.0.0b2, which add support for straddles and strangles. Please give that version a try and let me know if you encounter any issues. — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#40 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AL2BVCTIOK3RFHMMH7BCU5TSJD4QVANCNFSM4NC7AADQ> .