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Implied Dividends: How We Calculate What The Options Market Expects For Future Dividends

With many firms cutting their dividends because of the financial pinch of the virus, implied...

Backtest Basics: Trading On A Specific Day Of The Week

You can set up the backtester to trade only on a certain day of the week. Say you only wanted to...

Covered Call Backtest: Finding The Best Maturity, Strike, IV, And Earnings Methods

We ran a large backtest to identify the best maturity, delta, call value as a percent of stock...

Backtest Basics: Seeing The Relative Performance Of The Option Strategy To The Underlying

Dividend Hits Keep Coming: Implied Dividends Predict The Tale

The implied dividends measure the options market view on how much companies will pay going...

Backtesting Basics: Trading SPY Options Based On Contango, Skew and VIX Levels

We received a question from a backtester user and here is the answer.

Risky Dividends: Kohl's Suspends Dividend After Raising It In March, Others Will Follow

Why would Kohl's (KSS) slash its dividend after raising it just two months ago, and why would...

Get Ready For A Wild Week Of Earnings

Week 4 of earnings season starts today. ORATS tracks the historical weekly price moves of firms...

Royal Dutch Shell Cuts Its Dividend For The First time Since 1945

Royal Dutch Shell cut its dividend 66% to $0.16 from $0.47 this morning. This is the first time...