From ae07a62e8ab6e3d6f34f9af215f0f604763d6afa Mon Sep 17 00:00:00 2001 From: Javier Garzo <58559223+Javier-Garzo@users.noreply.github.com> Date: Mon, 17 Aug 2026 13:23:37 +0200 Subject: [PATCH] Add ERN-WO Options Backtester (#570) --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 503af4f..93d1c26 100644 --- a/README.md +++ b/README.md @@ -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.