bsm-time-machine
Finding-Alpha-with-AI
| bsm-time-machine | Finding-Alpha-with-AI | |
|---|---|---|
| 4 | 2 | |
| 57 | 15 | |
| - | - | |
| 2.9 | 3.1 | |
| 7 months ago | 11 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| GNU General Public License v3.0 only | GNU General Public License v3.0 only |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
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
Finding-Alpha-with-AI
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