ORATS Blog

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...

Jun
24

Backtesting, Options Signals, technical indicators 2 -min-read

Backtester Basics: Defining Specific Trades on Specific Days

With the Symbol, Entry Date & Exit Date, a series of trades can be specified by the user for...

Jun
24

Volatility, contango, term structure, volatility skew, calendar, implied volatility 2 -min-read

Implied Volatility Term Structure's Three Parameters

Important information on a ticker is found in the implied volatility (IV) term-structure...

Jun
15

Backtesting, options trading, VIX, optimize, puts 1 -min-read

Optimize Backtesting: Find the Best Way to Trade a Strategy

Find the best way to trade an options strategy the Optimizer feature of the ORATS Backtester.

Jun
11

Backtesting, Case Studies, contango, term structure, calendar, technical indicators 1 -min-read

Backtesting Calendar Spreads Based on IV Contango

You can instruct the ORATS backtester to trade a calendar only when the implied volatility term...

May
29

Data, data api, Python, code example 1 -min-read

Python Access to Our API

Python is a popular programming language that lets you work quickly and integrate systems...

May
25

Data, Index Options, Futures Prices, Options Pricing 1 -min-read

Futures Prices Implied from Options Prices for Indexes

Indexes price options off of futures prices for each expiration. Here's how ORATS does handles...

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