Study note
michaelchu/optopsy: A nimble options backtesting library for Python
Properties
- Type
- Blogs
- Status
- 待读
- Domain
- Quant
- Category
- 期权、波动率与衍生品交易
- Source
- github.com
- Vault note
library/articles/quant/michaelchu-optopsy-A-nimble-options-backtesting-library-for-Python-6d5647f09777296c.md
Summary
optopsy 是 Python 期权研究与回测库，当前 GitHub 跳转到 goldspanlabs/optopsy，定位为 nimble options research and backtesting library。
Highlights
适合做期权策略筛选和历史回测实验，阅读时重点检查数据格式、合约选择、到期处理和交易成本假设。
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