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leaps-options

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davidwang0116 / QQQ-LEAPS-CALL-INFINITE-ROLL-BACKTEST

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Backtest framework for a QQQ LEAPS Call infinite-roll strategy. Buys gap-down entries, harvests at target delta, force-rolls at 300 DTE. Supports BSM & Merton Jump-Diffusion pricing, real QQQ CSV data, delta sensitivity sweep, and full bilingual trade reports.

python quantitative-finance black-scholes backtesting asset-management options-trading qqq algorithm-trade merton-jump-diffusion leaps-options
  • Updated Apr 21, 2026
  • Python

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