What do you use for theta strategy backtesting?

This page summarizes the projects mentioned and recommended in the original post on /r/thetagang
market-data iqfeed Trading hdf5 historical-data

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  • trade-frame

    C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]

    I run https://github.com/rburkholder/trade-frame to collect options data, run it on paper trading, and change algorithms nightly to try new stuff.

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

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