notebooks
bsm-time-machine
notebooks | bsm-time-machine | |
---|---|---|
1 | 4 | |
1 | 57 | |
- | - | |
10.0 | 2.9 | |
over 1 year ago | 7 months ago | |
Jupyter Notebook | Jupyter Notebook | |
- | 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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notebooks
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
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