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Add ERN-WO Options Backtester (#570)

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Javier Garzo
2026-08-17 08:23:37 -03:00
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@@ -172,6 +172,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [wickworks](https://github.com/psyb0t/docker-wickworks) - `REST` `MCP` - Stateless OHLC analyzer: POST bars and requested indicators, get back RSI/MACD/Bollinger/ADX/ATR/VWAP/Ichimoku plus smart-money-concept primitives (order blocks, FVGs, BOS/CHoCH, swing structure). No database, no AI signals.
## Trading & Backtesting
- [ERN-WO Options Backtester](https://github.com/Javier-Garzo/ern-wo-options-backtester) - `Java` `Spring Boot` - Streaming backtesting engine for short-duration index options with conservative five-minute execution modeling and reproducible Early Retirement Now and WealthyOption strategy replication results.
- [midas-core](https://github.com/w2ur/midas-core) - `Python` - Multi-agent paper-trading framework where LLM agents author orders and a separate broker process enforces fifteen fill-time safety rails; each fill is stamped with the git commit it executed against for reproducibility.
- [Manifold-BT](https://github.com/manifoldbt/manifoldbt) - `Python` `Rust` - High-performance Rust-powered backtesting engine for quantitative research with parameter sweeps, walk-forward and Monte Carlo.
- [mkt-alerts](https://github.com/dzianisv/mkt-alerts) - `TypeScript` - Self-hosted market-alert daemon: price, RSI/MACD/SMA conditions, and full Pine Script v5 custom indicators evaluated off-TradingView, on crypto (Coinbase) and stocks (Yahoo Finance) with no API key, delivered via ntfy push, email, or Telegram.