ORATS Blog

Apr
17

Options Strategy, Backtesting, Data, Options Signals, volatility skew, Pairs Trading 4 -min-read

How to Set Up a Pairs Trading Backtest

Pairs trading is used by options traders to take advantage of miss-pricing between two symbols...

Apr
08

Volatility, Data 1 -min-read

Get the ORATS Data API, Quick Start

Here's how to get started using the ORATS Data API.

Apr
03

Options Strategy, Backtesting, Options Signals 3 -min-read

NEW! Improvements to the Backtester

We have upgraded the backtester!

Apr
02

Volatility, Data, contango, Options Signals, term structure, volatility skew 1 -min-read

Our Strongest Signal Indicator, Contango, and Its Relationship to Constant Implied Volatility

One of the best signals we track is short term contango. The Contango reading measures the slope...

Apr
01

Options Strategy, Backtesting 1 -min-read

How To Find the Best Options in Backtesting

If you are wondering how to select the best option when backtesting (or scanning) given your...

Mar
30

Earnings, Volatility 1 -min-read

Implied Volatility Term Structure and Interpolated IVs

Here at ORATS we have three ways to look at the implied volatility (IV) term structure and...

Mar
28

News 1 -min-read

Congratulations U.S. Options Lifetime Contribution Awards: Saliba, Najarian, May, Schwarz et al.

Tip of the hat to John Smollen of MIAX for making this happen. The recipients of the Lifetime...

Mar
15

Markets, Backtesting 44 -min-read

Backtesting, AI, Machine Learning, and Fitness Functions in Options Explained

I received a nice email from a client who had just listened to a podcast I co-hosted with Mark...

Mar
12

Backtesting 2 -min-read

How To Calculate Backtest Returns

I have a confession to make: I am a recovering CPA. Please don't tell anyone.

Blog

Historical Options Quotes and Greeks

Featured Posts

Backtesting and Options Data with Jill Malandrino on TradeTalks

Backtest Your Own Signals

Start Backtesting Options Strategies: A Good Way to Learn

Accessing the Data Supporting the Wall Street Journal Options Liquidity Article