ORATS Blog

Backtesting, puts, hedging 1 -min-read

Long Puts Backtest Using The Optimizer

Backtesting, put spread, diagonal spread 2 -min-read

Understanding Options, options quotes, theoretical value 1 -min-read

No, valuing your options positions using the mid-point between the bid and ask can be...

Backtesting, gold 7 -min-read

Backtesting, VIX, hedge, delta neutral 1 -min-read

We received a question from a backtester client:

Earnings, options, straddle 1 -min-read

Earnings season starts two weeks after quarter-end, at either mid-January, April, July or...

Backtesting, options trading, puts, implied volatility 2 -min-read

You may see an options strategy with good returns. But how can you get more confidence in the...

Earnings, News, Options Pricing, straddle 1 -min-read

With only 2% of firms we track reported, volatility sellers are doing better than buyers for the...

Forward Volatility, data api, implied volatility, components 1 -min-read

New to this release are constant maturity IV readings at various delta levels, forward...