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authoredOct 11, 2020
Update README.md
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‎README.md

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@@ -11,7 +11,7 @@ Optopsy is a nimble backtesting and statistics library for option strategies, it
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Use cases for Optopsy:
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* Generate option strategies from raw option chain datasets for your own analysis
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* Discover performance statistics for various options strategies on a given stock
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* Discover performance statistics on **percentage change** for various options strategies on a given stock
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* Run backtests on option strategies based on entry conditions generated from Optopsy (Planned)
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## Supported Option Strategies
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Optopsy is a small simple library that offloads the heavy work of backtesting option strategies, the API is designed to be simple
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and easy to implement into your regular Panda's data analysis workflow. As such, we just need to call the `long_calls()` function
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to have Optopsy generate all combinations of a simple long call strategy for the specified time period and return a DataFrame. Here we
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also use Panda's `round()` function to return data within two decimal places.
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also use Panda's `round()` function afterwards to return statistics within two decimal places.
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```
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long_calls_spx = op.long_calls(spx_data).round(2)
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long_calls_spx_pct_chgs = op.long_calls(spx_data).round(2)
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```
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The function will returned a Pandas DataFrame containing the statistics of running long calls in all *valid* combinations on the SPX:
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The function will returned a Pandas DataFrame containing the statistics on the **percentange changes** of running long calls in all *valid* combinations on the SPX:
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| | dte_range | otm_pct_range | count | mean | std | min | 25% | 50% | 75% | max |
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|----|-------------|-----------------|---------|--------|-------|-------|-------|-------|-------|-------|

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