Man pages for pritamdalal/backtestr
Wrangling Code For Backtesting
| column_specification | Creates column specification for Delta-Neutral EOD file |
| csv_option_all | Reads daily option file from a specific path |
| db_connection | Return a connection object to delta_neutral database |
| db_opt_hist | Retrieve all results from a query |
| db_option | Retrieve all results from a query |
| greeks | Calculates the greeks for each option in a chain |
| greeks_exp | Cacluate the option greeks on expiration day |
| implied_forward | Calculate the implied forward price from an option chain |
| is_third_friday | Determine if a Friday is the third Friday of the month |
| monthly_expiration | Regular monthly expiration |
| monthly_last_td | Last trade-date for regular expiration. |
| opt_hist_chain | Retrieve all option chain from opt_hist table |
| option_all | Retrieve all options for a given trade date. |
| option_chain | Retrieve all options for a given chain |
| option_underlying | Retrieve all options for a given underlying |
| otm_all | Retrieves all otm options from a chain |
| otm_clean | Removes low information options from otm chain |
| strangle_trade | Get strangle trades a given underlying, execution date, and... |
| swap_rate | Cacluate the variance swap-rate for an option chain |
| third_friday | Third Friday of month |
