Backtester for evaluating options and equity portfolio strategies over historical data. Includes tools for strategy sweeps, tail-risk hedge analysis, and signal-based timing research.
☆247Jun 15, 2026Updated last month
Alternatives and similar repositories for options_portfolio_backtester
Users that are interested in options_portfolio_backtester are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Option and stock backtester / live trader☆297Jun 1, 2026Updated last month
- A nimble options research and backtesting library for Python☆1,423Jun 30, 2026Updated 3 weeks ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆64Sep 7, 2022Updated 3 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Feb 24, 2025Updated last year
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python codes used in book 'Option Greeks Strategies & Backtesting in Python'☆175Mar 13, 2021Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Developing Options Trading Strategies using Technical Indicators and Quantitative Methods☆1,046Apr 22, 2024Updated 2 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,934Oct 21, 2024Updated last year
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago
- Python Scripts for Backtesting SPX Put Strategies Using Black-Scholes Proxies☆14Feb 15, 2018Updated 8 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Python Code for Option Analysis☆47Dec 4, 2018Updated 7 years ago
- An open source simulated options brokerage and UI for paper trading, algorithmic interfaces and backtesting.☆280Apr 8, 2018Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆126May 31, 2022Updated 4 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆363Jan 23, 2025Updated last year
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Jul 15, 2023Updated 3 years ago
- Volatility trading☆21Apr 18, 2026Updated 3 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆73Feb 19, 2020Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- Stock database schema based on pony.orm with an update, sync, and create features.☆17Jan 29, 2025Updated last year
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆40Jun 26, 2026Updated 3 weeks ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆58Mar 12, 2021Updated 5 years ago
- Interactive dashboard to filter and analyse stock options contracts (Built using data from ThinkOrSwim's API and Plotly Dash components)☆95May 19, 2023Updated 3 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 6 months ago
- ☆523Aug 8, 2023Updated 2 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆32Jan 4, 2021Updated 5 years ago
- A Python library for evaluating option trading strategies.☆542Updated this week
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆17Updated this week
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- This repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in …☆1,100Aug 13, 2023Updated 2 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆850May 13, 2025Updated last year
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆1,010Jun 5, 2023Updated 3 years ago
- Project completed during my studies at BGSE together with Travis Dunlop, Matthew Keys and Jordi Llorens☆17Sep 2, 2018Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆85Jan 27, 2018Updated 8 years ago