lambdaclass/options_backtester

Issues

• Can we use timeframe in minutes ?

  #88 opened a year ago by sanalpanakkat
  0

• feedback request

  #79 opened 3 years ago by ashraf-01
  8

• Backtest options over eurodollar contracts

  #3 opened 5 years ago by unbalancedparentheses
  1

• Improve entry signal selection

  #75 opened 5 years ago by jrchatruc
  0

• Send alerts via push notifications

  #16 opened 5 years ago by metdinov
  0

• Send alerts via email

  #17 opened 5 years ago by metdinov
  0

• Keep track of daily closing values

  #21 opened 5 years ago by metdinov
  0

• Create different Strategy classes

  #34 opened 5 years ago by metdinov
  0

• Refactor data handler to allow reading from different sources

  #37 opened 5 years ago by metdinov
  0

• Persist logs outside Docker container

  #40 opened 5 years ago by metdinov
  0

• Take ideas from PyAlgoTrade and QSTrader

  #13 opened 5 years ago by metdinov
  0

• Add more tests to data scraper

  #11 opened 5 years ago by metdinov
  0

• Take ideas from Shiller's data sets

  #14 opened 5 years ago by metdinov
  0

• Investigate alternative option pricing models

  #7 opened 5 years ago by metdinov
  0

• Implement tail hedge strategy

  #8 opened 5 years ago by metdinov
  0

• Implement Ray Dalio's balanced portfolio

  #9 opened 5 years ago by metdinov
  0

• Improve handling of edge cases in data scraper

  #10 opened 5 years ago by metdinov
  0

• Add retry policy to data scraper

  #6 opened 5 years ago by metdinov
  0

• Add Travics CI

  #4 opened 5 years ago by metdinov
  0

• Compare results with data we have from books

  #1 opened 5 years ago by unbalancedparentheses
  1

• Improve documentation

  #36 opened 5 years ago by metdinov
  0

• Backup CBOE daily files when aggregation fails

  #38 opened 5 years ago by metdinov
  0

• Add statistics and visualizations to backtest

  #35 opened 5 years ago by metdinov
  0

• Add type validation to Schema

  #30 opened 5 years ago by metdinov
  0

• Move signals filtering to Strategy

  #33 opened 5 years ago by metdinov
  0

• Review backtester demo

  #39 opened 5 years ago by unbalancedparentheses
  0

• Add black to the makefile

  #52 opened 5 years ago by unbalancedparentheses
  2

• Add progress bar

  #12 opened 5 years ago by metdinov
  0

• Try pyflux

  #2 opened 5 years ago by unbalancedparentheses
  0

• Add type validation in Schema

  #32 opened 5 years ago by metdinov
  1

• Add portfolio component [6h]

  #27 opened 5 years ago by metdinov
  1

• Create Filter structure to determine entry and exit conditions [4h]

  #25 opened 5 years ago by metdinov
  0

• Add Schema validation [2h]

  #26 opened 5 years ago by metdinov
  0

• Create backtest driver [4h]

  #28 opened 5 years ago by metdinov
  0

• Add tests for filters [2h]

  #29 opened 5 years ago by metdinov
  0

• Create Strategy strutcture [6h]

  #22 opened 5 years ago by metdinov
  0

• Create Data structure [4h]

  #23 opened 5 years ago by metdinov
  0

• Take ideas from @AnthonyFJGarner notebooks

  #20 opened 5 years ago by metdinov
  0

• Rewrite backtester

  #5 opened 5 years ago by metdinov
  0

• Create CONTRIBUTING.md

  #15 opened 5 years ago by metdinov
  0