• Data (theoptionlab uses EOD data from the CBOE).

• Python (currently version 3, for version 2 see previous release

• Install postgres and configure user: brew install postgresql

• Install dependencies: pip3 install -r requirements.txt

• Clone the repository and change directory: git clone https://github.com/theoptionlab/theoptionlab.git && cd theoptionlab

• create postgres database optiondata - only if it does not exist yet: psql -tc "SELECT 1 FROM pg_database WHERE datname = 'optiondata'" | grep -q 1 || psql -c "CREATE DATABASE optiondata"

• Create database and tables with script: psql -d optiondata -f optiondata/db/create_db.sql

• Adapt private/settings_template.py with your own settings and rename the file into settings.py

• Run insert_fullday.py and free_money_scanner.py in the free_money_scanner directory

• Insert all the data and precompute the greeks (takes a while), with or without the risk free rate (takes an even longer while)

• Once the data is in place, run your first backtest with call_backtests.py