cutebacktests
Unverified Other strategy on Indices by cutemarkets. BotFinder score 18 out of 100.
Backtesting framework for modern option strategies
Source: github
BotFinder analysis pending.
cutebacktests
cutebacktests: Historical and Intraday Options Backtesting Runtime Historical options backtesting, intraday options backtesting, quote-aware backtesting, and walk-forward strategy research for U.S. equities. cutebacktests is the public runtime behind CuteMarkets research: a DuckDB-backed options backtester, a historical options feed, market-data adapters, and an opening-range profile registry that you can run on your own machine. This repository is designed for developers and quantitative researchers who need more than chart-level ideas. It focuses on causal entry logic, historical contract reconstruction, options microstructure filters, and reproducible evaluation surfaces instead of paper-only strategy descriptions. Quick links: - Read docs - Get API key - Explore cutemarkets-python - Explore cute-intraday-option-strats Scope - Historical and intraday options backtest runtime - Historical options feed for contract reconstruction and close snapshots - CuteMarkets-backed market-data access for public examples and default workflows - Optional compatibility layers for auxiliary provide
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