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bsm-time-machine reviews and mentions
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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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A note from our sponsor - InfluxDB
www.influxdata.com | 29 Apr 2024
Stats
m12t/bsm-time-machine is an open source project licensed under GNU General Public License v3.0 only which is an OSI approved license.
The primary programming language of bsm-time-machine is Jupyter Notebook.
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