Finding-Alpha-with-AI
bsm-time-machine
| Finding-Alpha-with-AI | bsm-time-machine | |
|---|---|---|
| 2 | 4 | |
| 15 | 57 | |
| - | - | |
| 3.1 | 2.9 | |
| 11 months ago | 7 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| GNU General Public License v3.0 only | GNU General Public License v3.0 only |
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Finding-Alpha-with-AI
bsm-time-machine
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An Open Source Black-Scholes Options Backtester
Here's the project: bsm-time-machine. Any & all contributions are welcomed and I appreciate all the support on the original post! Happy to answer questions in the comments.
- Options back testing framework
- In case anybody here is looking for an options backtesting framework to fiddle with: here's a 29 parameter Black-Scholes options backtesting tool I built
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