Options Backtesting Framework
A platform for researching options strategies: backtest them on historical market data, then forward-test them live on a paper trading account.
- Backtests options strategies on historical data, focused on single-name (idiosyncratic) opportunities rather than macro positioning.
- Runs selected strategies through an automated trading engine on a paper account, with live market data, implied-volatility measurement and an activity log.
- Backed by PostgreSQL, with unit and integration test suites running in CI.
- Stack
- Next.js, TypeScript, PostgreSQL + Drizzle, Vitest
- Broker
- Alpaca API