bsm-time-machine
alphalens
| bsm-time-machine | alphalens | |
|---|---|---|
| 4 | 83 | |
| 57 | 3,102 | |
| - | 1.6% | |
| 2.9 | 0.0 | |
| 7 months ago | 3 months ago | |
| Jupyter Notebook | Jupyter Notebook | |
| GNU General Public License v3.0 only | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
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
-
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
alphalens
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2892.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2771.0
- Performance Analysis: Performance analysis of predictive (alpha) stock factors. Factor and Risk Analysis - star count:2734.0
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