Quant Options Backtesting on Point-in-Time Data: The Complete Guide

📰 Dev.to · tomasz dobrowolski

Systematic options backtesting on point-in-time data: dealer positioning (GEX/DEX/VEX/CHEX), VRP, dispersion, the fill model, survivorship and lookahead kinks, and worked Python examples since 2018.

Published 8 Jun 2026
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