GitHub - Jacobsolawetz/options_backtester: an inquiry into volatility

Reach out if you're curious! Systematically shorts vol, I do have a bot to run this live on your TD Ameritrade.

Name		Name	Last commit message	Last commit date
Latest commit History 22 Commits
.ipynb_checkpoints		.ipynb_checkpoints
Output		Output
__pycache__		__pycache__
documentation		documentation
.DS_Store		.DS_Store
Black Scholes.ipynb		Black Scholes.ipynb
README.md		README.md
RUT.csv		RUT.csv
Spy_Vix_Skew_Data.csv		Spy_Vix_Skew_Data.csv
backtester.py		backtester.py
bt.png		bt.png
input_run_bt.py		input_run_bt.py
option.py		option.py
run_bt.py		run_bt.py
utils.py		utils.py
visualizer.py		visualizer.py
visualizer_multi_roll.py		visualizer_multi_roll.py

Jacobsolawetz/options_backtester