Optopsy

关于

Optopsy provides a robust options backtesting engine designed for AI-driven interaction, enabling users to screen, simulate, and analyze trading strategies. It features a symmetric caching data layer with optional S3 integration, allowing efficient access to options data. With 32 built-in strategies, four slippage models, and comprehensive statistical evaluation tools, Optopsy helps validate trading hypotheses, manage positions, and assess performance metrics like Sharpe and max drawdown, all accessible via its MCP interface.

主要功能

• 32 built-in options strategies covering singles, verticals, straddles, strangles, and more complex structures
• Statistical evaluation of strategies, grouping trades by DTE/delta buckets for aggregate stats
• Symmetric caching data layer with S3-compatible fetch-on-miss for options data
• 0 GitHub stars
• 5 dedicated MCP tools for loading data, listing strategies, evaluation, backtesting, and comparison
• Comprehensive options backtesting with equity curves, trade logs, and performance metrics (Sharpe, Sortino, VaR)

使用案例

• Screening options trading strategies based on statistical performance and risk metrics
• Simulating full options trading strategies with detailed trade logs and equity curves to validate hypotheses
• Integrating advanced options backtesting capabilities into AI agents and LLM-driven trading assistants