Optopsy
Visit ToolOptopsy is a Python library for options research and backtesting. It provides a nimble backtesting engine for options strategies, offering detailed performance statistics in seconds.
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Optopsy is a Python library for options research and backtesting. It provides a nimble backtesting engine for options strategies, offering detailed performance statistics in seconds.
Trending
About
Optopsy is a Python library designed for comprehensive options research and backtesting. It functions as a nimble backtesting engine, enabling users to quickly evaluate the performance of various options strategies, from simple calls/puts to complex iron condors and butterflies. The tool offers features like per-leg delta targeting, a chronological trade simulator with capital tracking and equity curves, and weighted multi-strategy portfolio backtesting. Users can implement early exit rules, model commissions, and compute a wide range of risk metrics. It also supports 80+ entry signals based on technical indicators, custom signals, and slippage modeling for realistic fills. Optopsy integrates with live data providers and includes a standalone data CLI for efficient local caching of historical market data, making it a powerful tool for quantitative analysis in options trading.
Capabilities
Pricing & Plans
Open Source
Free
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