ORATS Blog

Jul
12

Backtesting, term structure, options, diagonal spread, calendar 1 -min-read

How to Backtest a Short Calendar Diagonal Spread

This is another 'non-traditional' options spread that can be set up in the ORATS backtester by...

Jul
11

Backtesting, Case Studies, options trading, options, diagonal spread 1 -min-read

Backtest ‘Non-traditional’ Options Spreads Like a Diagonal Call Ratio

There are times when you want to backtest a 'non-traditional' options spread as a package rather...

Jul
11

Backtesting, Case Studies, options trading, puts, butterfly 1 -min-read

Backtest Exiting an Options Spread with Price Divided by Max Profit

There may be a time when the current market price of a spread is so large or so small relative...

Jul
09

Backtesting, Case Studies, Pairs Trading, puts, butterfly 1 -min-read

How to Combine Options Strategies to Enter & Exit on the Same Dates in a Backtest

Building complex trading strategies is possible with the ORATS Backtester using the Combine...

Jul
09

Backtesting, Case Studies, options, put spread, puts, butterfly 2 -min-read

How to Backtest Exiting a Spread When One of the Legs Goes In-The-Money

The ORATS Backtester can exit an options trade whenever any leg reaches a delta or percentage...

Jul
01

Markets, News, Featured, Nasdaq, NDX

Nasdaq Features Matt's Article on Backtesting Pitfalls

I am excited to be a part of the Nasdaq's new website as an official contributing author.

Jun
27

term structure, volatility skew, stock trading, options trading, technical indicators, VIX 1 -min-read

Lothian Interview: How to get people to trade options

We talked to people here at the Options Industry Conference, but what we're trying to do is get...

Jun
27

Options Strategy, volatility skew, Pairs Trading, implied volatility, slope 2 -min-read

Strike Skew Killer Metrics

The implied volatility skew between each strike is an important measurement not only for options...

Jun
25

Dividends, hard to borrow, options quotes, options, Index Options, Options Pricing, data api 1 -min-read

Dividend Forecasting Critical Features

A quality dividend forecast feed is essential for calculating accurate greeks, implied...

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