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Is It Best To Value Your Options Using Mid-Point?

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

How Lorntine Capital uses ORATS Backtesting

VIX Delta Neutral Backtest Using Futures

We received a question from a backtester client:

Earnings Season Report: This Week 3 Has Been Better for Options Owners

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

Check Options Strategies With Backtesting

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

Early Results from Q3 Earnings Season: Volatility Sellers Taking The First Week

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

Important New Data Added To The ORATS API

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

Talking Hedging, Concentrated Positions and Volatility at Texas Alts in Dallas

Matt Amberson, Principal at ORATS, Eric Metz of SpiderRock Advisors and Joe Burgoyne of the OIC...

Matt Amberson To Speak at AltsTX, Educational Alternative Investment Conference

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