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@michaelchu

Michael Chu

michaelchu
Toronto, ON

Hello World!

👋 I'm developing Optopsy, an options backtesting library written in Python.

I initially developed this library to use for my own analysis and trading strategy development. At the time, I was not able to find a library that helped me backtest common options spreads/strategies. Other backtesting platform on the market were often expensive monthly subscriptions that offered no insight on how the data was gathered or calculated. This frustration led me to work on my first iteration of Optopsy.

Goals of this Project

My goal with Optopsy so to create a simple library that does most of the heavy lifting of creating option spreads, and calculating statistics that offers insight on how the options perform over time. It is meant to be a simple library following the UNIX principle of "Do one thing, and do it well". As a result, I hope fellow traders/analysts/data scientists will find it easy to integrate the library with their existing workflows.

Why sponsor me?

I believe retail investors also deserve quality software to aid in their trading journey. Let's come together and help educate and support fellow traders in making inform decisions with their hard earned money.

If you or your company rely on my software, or just want to show appreciation for my work, please consider supporting me, so that this software continues being the best supported and feature-complete one out there.

1 sponsor has funded michaelchu’s work.

@michaelchu

Reaching this goal will encourage me to develop support for the following option strategies: Butterflies, Iron Condors and Covered Calls

@caracw

Featured work

  1. michaelchu/optopsy

    A nimble options backtesting library for Python

    Python 1,017

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