Markets , Backtesting

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...

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Forward Volatility: The Future Is Now

Backtest Weekly Options in SPX

Are You Still Using Close-to-Close Historical Volatility?

Our Special Historical Volatility Calculation at ORATS

The Advisor's Option Podcast

Matt and Jill Malandrino on Nasdaq TradeTalks TV

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Dividend Forecasting: Using Implied Dividends

Backtesting and Options Data with Jill Malandrino on TradeTalks

How to Backtest Custom Multi-Leg Options Strategies

Calculate Expected Implied Volatility After Earnings, A Lesson from Mom

Understanding Options: Why Do Calls and Puts Have Different Implied Volatility?

How Much For That Gamma?

Delta Neutral Backtesting, an Example Calculation

Our Most Popular IV is Constant Maturity Implied Volatility. How we calculate it.

Backtesting Using Staggered Trades for Smoother Results

CELG buyout by BMY: What did the options market know?

Option Insider Podcast 74, "Wrap 2018" up on YouTube


Backtest Your Own Signals

Surf the IV Implied Volatility Surface

How ORATS Removes Earnings Effect from Implied Volatility

Tesla Options Show Skepticism of Buyout - Reuters Mention

Start Backtesting Options Strategies: A Good Way to Learn

Backtest Multiple Symbols At Once

Planned Wheel Downtime This Saturday Morning

Term Structure of Implied Volatility

Estimating the Implied Volatility After Earnings

Expected Move in Stocks at Earnings

Technical Analysis Using Options Data

NDX Skew Surpasses SPX - Nasdaq 100 Put Buying Continues

Are Investors Turning to QQQs for Protection?

QQQ Puts Get Pricey

Reuters SYMC (-33%) Story Using ORATS Earnings Research

Accessing the Data Supporting the Wall Street Journal Options Liquidity Article

Sign Up For The Premium Earnings Report

The Best Predictors of Earnings Moves

How Options Markets During the Short Vol Crash of 2/5/18 Stack Up Against the Flash Crash of 8/24/15.

Last Week Volatility Cost Options Traders Over a Billion in Slippage.

Going to FIA/SIFMA Asset Management Derivatives Forum?

Earn Move Report: Stocks Announcing Today and Tomorrow Morning

Matt Joins Volatility Views and Backtests the VIX Whale

Can you trade options in your IRA? We discuss on the Advisor's Option podcast

Talking pitfalls: options expirations & Bitcoin

Matt Joins the Options Insider and discusses the Fitness Function for Options Overlays

Canada's Annual Derivatives Conference in 10 Days

Quant World Conference in Toronto in One Week

Co-Hosting: VIX, backtesting and the options environment on the The Options Insider podcast

Matt's Demo Video at Benzinga FinTech Conference

Protecting Your Investments Using Options

Agenda for the FinTech Conference in San Francisco

Women and Options. A Conversation with Carolyn Leonard and The Options Insider

Matt Amberson Guest Co-Hosts Volatility Views on the Options Insider Podcast

ORATS Co-Hosts The Option Insider's Advisors Options Podcast: Gamma, Low Volatility and Options Backtesting

Matt Presents ORATS Tools at a CapitalDiscussions Roundtable

Matt Co-Hosts The Option Insider Option Block Podcast and Talks Tesla VIX and More

ORATS Co-Hosts The Option Insider's Advisors Options Podcast: The Truth About Options Backtesting

Options Insider Radio Interviews: Talking Backtesting, Liquidity and More with ORATS

ORATS speaks to the Wall Street Journal about the fragility of the options market

EQ Derivatives interviews ORATS on pensions' options strategies

Buckle Up for Friday's Huge Options Expiration

ETF Component Report

Earnings Calendars for June 23rd

Dow & DuPont Drive Materials Sector Volatility

How to Backtest a Multi-Leg Option Strategy

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