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Derivatives Backtesting Engine

Overview

This repository contains the code of the cloud/devops infrastructure for a backtesting engine. The backtester simulates the trades of a specific multi-leg options strategy in Python using tabular options chain data stored in a data warehouse. Our cloud infrastructure is based on Google Cloud Platform (GCP). Devops tasks are automated using Ansible.

Built With

  • Python
  • Flask
  • Google Cloud
  • Ansible
  • Docker

Software Architecture

Backtesting Architecture

Testing.