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LouisSzeto

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Commits on May 8, 2025

• Make Local Backtest Config Customizable (#8746)

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Commits on Apr 14, 2025

• Fix bug/syntax in python examples (#8658)

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Commits on Dec 9, 2024

• Add example on volume share slippage model (#8437)

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Commits on Sep 26, 2024

• Add Backspread Option Strategies (#8312)

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Commits on Jul 5, 2024

• Option Strategy Filters for Jelly Roll and Ladder (#8150)

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Commits on Jul 1, 2024

• Option Strategy Filter Universe (#8088)

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Commits on Jun 28, 2024

• `OptionStrategies` for Iron Butterfly (#8072)

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Commits on Jun 27, 2024

• Option Strategy: Jelly Roll & Ladder (#8092)

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Commits on Jun 3, 2024

• Add Protective Collar to Option Strategies (#8025)

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Commits on May 30, 2024

• Box Spread Option Strategy (#8041)

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Commits on May 7, 2024

• Bug fix on Option Indicator calculation (#7999)

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Commits on Apr 19, 2024

• pep8 conversion of python algos #12 (#7954)

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• pep8 conversion of python algos #13 (#7955)

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• pep8 conversion of python alphas and benchmark algos (#7956)

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• pep8 conversion on python algos #10 (#7951)

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• pep8 conversion of python algos #11 (#7952)

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Commits on Apr 18, 2024

• pep8 conversion of python #7 (#7945)

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• pep8 conversion of python algo #8 (#7946)

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• pep8 conversion (#7947)

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• pep8 conversion of python algos #5 (#7943)

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• pep8 conversions of python algos, #6 (#7944)

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Commits on Apr 17, 2024

• pep8 conversion of python algorithms #3 (#7934)

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• pep8 conversion of python algorithms #4 (#7935)

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• pep8 conversion of python algos #1-25 (#7926)

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• pep8 conversion on python algorithms #2 (#7933)

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Commits on Mar 11, 2024

• Add Option Gamma, Vega, Theta, Rho Indicator (#7830)

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Commits on Mar 4, 2024

• Allow smoothing in `Implied Volatility` and add forward tree model (#7820)

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Commits on Feb 27, 2024

• Implement dividend yield model (#7758)

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Commits on Jan 29, 2024

• Option Delta Indicator (#7704)

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Commits on Jan 18, 2024

• Implied Volatility Indicator for Options (#7680)

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Commits on Oct 27, 2023

• Slippage model by market impact factors (#7513)

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Commits on Sep 22, 2023

• Add missing documentation attributes (#7481)

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Commits on Aug 18, 2023

• Change default American Option Pricing model to Binomial CRR model (#7426)

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Commits on May 1, 2023

• Improves Export Signal Algorithms (#7210)

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Commits on Apr 27, 2023

• Add example algorithm on brokerage activities (#7214)

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