ORATS Blog

Oct
09

1 -min-read

Matt Amberson To Speak at AltsTX, Educational Alternative Investment Conference

Matt Amberson, Principal of ORATS, will present at MarketsGroup's AltsTX conference in Dallas,...

Oct
08

Volatility, Backtesting, straddle, spx 1 -min-read

Is Selling Options Still Worth The Risk? IPS Strategic Capital Cites ORATS Backtesting Data

"Selling premium is alive and well and money continues to pour into these strategies, which...

Oct
07

Options Strategy, Backtesting, Options Signals, options trading 1 -min-read

Pros and Cons of the ORATS Backtester

We were asked, "What are the pros and cons of your backtesting service?"

Sep
19

Backtesting, covered call, buywrite, delta neutral 1 -min-read

How To Backtest A Covered Call With A 75 Delta Exposure

We were asked, "Can I backtest a covered call strategy on the SPY where the equity exposure is...

Sep
18

Volatility, Forward Volatility, technical indicators, data api, BattleFin 1 -min-read

Meet Matt Amberson Of ORATS At BattleFin London

Matt Amberson will be representing ORATS at BattleFin London on September 25th and 26th in the...

Sep
17

Data, options quotes, data api, straddle 1 -min-read

Finding The At-The-Money Strike Given Ticker and Trade Date

We had a question today, "Can I get the nearest ATM strike for a given ticker and tradeDate?"

Sep
13

volatility skew, Options Pricing, data api, implied volatility 3 -min-read

Smoothing Options Implied Volatilities Using ORATS SMV System

Smooth market volatilities (SMV) derived from the options market helps traders make sense of a...

Sep
09

Dividends, Understanding Options, options quotes, buywrite, Options Pricing, implied volatility 1 -min-read

Option Greeks Are The Same For Calls And Puts

Here at ORATS, we believe in equality of calls and puts. The implied volatilities should be...

Sep
09

Backtesting, Case Studies, Options Signals, put spread, VIX, exit trade 1 -min-read

Sell Put Spread When VIX Spikes, Exit Based on Max Profit

We received a question from one of our customers asking how to set up the following two week SPY...

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