Optopsy Files

A nimble options backtesting library for Python

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Name	Modified	Size	InfoDownloads / Week
Parent folder
README.md	2020-10-06	536 Bytes	0
Version 2.0.0 source code.tar.gz	2020-10-06	23.6 kB	0
Version 2.0.0 source code.zip	2020-10-06	31.4 kB	0
Totals: 3 Items		55.5 kB	0

This release contains the library rewritten from ground up with a new backtesting algorithm to better test option strategies. This new version focuses on generating statistics on the performance of option strategies across all entry parameter combinations so that all entry/exit parameters can be analyzed and compared. It is designed to be lightweight, so that further analysis can be made from the library results as needed.

Currently this library supports generating backtest statistics for: - Calls/Puts - Straddles/Strangles

Source: README.md, updated 2020-10-06

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Optopsy Files

A nimble options backtesting library for Python

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