{"repo":"lambdaclass/options_portfolio_backtester","free":true,"listed":false,"github":"https://github.com/lambdaclass/options_portfolio_backtester","clone":"git clone https://github.com/lambdaclass/options_portfolio_backtester.git","description":"Backtester for evaluating options and equity portfolio strategies over historical data. Includes tools for strategy sweeps, tail-risk hedge analysis, and signal-based timing research.","language":"Python","stars":262,"topics":["volatility","backtester","options","derivatives","finance"],"license":"MIT","category":"trading","readme_excerpt":"Options Portfolio Backtester ============================ Backtest options strategies with realistic execution, Greeks-aware risk management, and contract-level inventory. Also handles equities and multi-asset portfolios. Built on a Rust compute core. Get started Install With Nix: Without Nix (Python = 3.12): Get data Downloads SPY stock prices and options chains to data/processed/ . Supports 104+ symbols. See data/README.md for details. The canonical SPY parquets are pinned by SHA-256 in scripts/fetch data.py : - SPY options.parquet : a7152991b45b81f090f970e945bf88def8093b8ecb9b250e9891cb6d88041f0a - SPY underlying.parquet : 847e60a441eb10969d87cd4a6da604257b782d9076168f68d5730b84096c79db A hash mismatch warning means the source has been updated; published-article reproductions are pinned to the hashes above. Provenance and redistribution posture: data/DATA NOTICE.md . Verify any copy with python scripts/fetch data.py verify . Pass --allow-fallback to permit the secondary mirrors (options-data CDN / yfinance) when the canonical source is unreachable. Fallbacks return different bytes and break bit-for-bit reproducibility. Run your first backtest The AQR / allocation-reducing framing is one helper away: See research/spitznagel spy/FRAMINGS.md in the companion repo for the difference between the two framings and what each one produces. Reports and tearsheets One call produces a single self-contained HTML report with every panel — equity curve vs benchmark, underwater plot, roll","default_branch":null,"files":null,"tree":[],"storefront":"/r/lambdaclass","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/lambdaclass/options_portfolio_backtester/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}