#Vanila Options BackTester:

Quick Start

Open example jupyter notebook online here:
https://mybinder.org/v2/gh/cjstudioz/backtester/master?filepath=example.ipynb

Sample Results

https://public.tableau.com/profile/some.guy2184#!/vizhome/Book2_24238/Dashboard1

limitations and assumptions

• CFD requires no margin and can trade position even when no balance
• Futures Pnl settled before reference Notional Calculated (HACK)
• Only supports european options at the moment
• Able to trade fractional lots to achieve exact % of reference notional. and perfectly hedge
• Very little attention has been given to floating point precision.
• Options of any maturity in future is tradable for any business day