moshferatu d27b0e301c Add ATR regime backtest filter		2024-07-29 11:52:10 -07:00
backtesting	Add ATR regime backtest filter	2024-07-29 11:52:10 -07:00
test	Add ATR regime backtest filter	2024-07-29 11:52:10 -07:00
.gitignore	Local Python module setup and configuration	2024-01-10 05:18:42 -08:00
atr_regime_backtest.py	Add ATR regime backtest filter	2024-07-29 11:52:10 -07:00
backtest_iron_condor_example.py	Add helper methods to construct call and put spread strategies for credit and delta targeting	2024-02-04 05:56:28 -08:00
credit_targeting_backtest.py	Trivial string formatting change	2024-02-05 08:41:14 -08:00
delta_targeting_backtest.py	Add script for backtesting delta targeted strategies	2024-02-05 08:52:35 -08:00
requirements.txt	Add requirements.txt	2024-01-10 05:13:41 -08:00
setup.py	Local Python module setup and configuration	2024-01-10 05:18:42 -08:00
volatility_regime_backtest.py	Add example backtest which applies a volatility regime filter	2024-02-06 07:51:01 -08:00