ORATS Blog | Backtesting

Sep
19

Backtesting, covered call, buywrite, delta neutral 1 -min-read

How To Backtest A Covered Call With A 75 Delta Exposure

We were asked, "Can I backtest a covered call strategy on the SPY where the equity exposure is...

Sep
09

Backtesting, Case Studies, Options Signals, put spread, VIX, exit trade 1 -min-read

Sell Put Spread When VIX Spikes, Exit Based on Max Profit

We received a question from one of our customers asking how to set up the following two week SPY...

Aug
28

Backtesting, implied volatility, straddle, graphing 1 -min-read

Trading When Implied Is A Specific Amount Over Realized Volatility

ORATS has a data point that measures the implied volatility divided by the historical or...

Aug
26

Backtesting, Options Signals, investor days 1 -min-read

Conferences, Investor Days, and Events in Backtests

Conferences and Investor Days are available in the ORATS Backtester to test how strategies do...

Aug
09

News, Backtesting, Case Studies, options, straddle

Matt Amberson on the PreMarket Prep Benziga Show

It was fun to be on Benzinga's PreMarket Prep show with Joel and Dennis today.

Aug
07

Backtesting, options trading, put spread, vertical 1 -min-read

New Backtest Feature: Enter Trades Based on Premium Divided by Strike Difference

For spread strategies, you can now define the premium compared to the strike difference for...

Aug
06

Backtesting, Pairs Trading, options trading, slippage, commission 2 -min-read

The Tale of Two Backtests: Why Aren't Opposite Strategies Absolute Returns Equal?

You might think a strategies like short call spreads and long call spreads should have equal and...

Jul
15

Backtesting, contango, options trading, Futures Prices, VIX 3 -min-read

What To Do When The VIX Is This Low

With the VIX hovering around 12.5, we looked at how various strategies have worked in the past...

Jul
12

Backtesting, term structure, options, diagonal spread, calendar 1 -min-read

How to Backtest a Short Calendar Diagonal Spread

This is another 'non-traditional' options spread that can be set up in the ORATS backtester by...

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