ORATS Blog | Backtesting

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...

Jul
11

Backtesting, Case Studies, options trading, options, diagonal spread 1 -min-read

Backtest ‘Non-traditional’ Options Spreads Like a Diagonal Call Ratio

There are times when you want to backtest a 'non-traditional' options spread as a package rather...

Jul
11

Backtesting, Case Studies, options trading, puts, butterfly 1 -min-read

Backtest Exiting an Options Spread with Price Divided by Max Profit

There may be a time when the current market price of a spread is so large or so small relative...

Jul
09

Backtesting, Case Studies, Pairs Trading, puts, butterfly 1 -min-read

How to Combine Options Strategies to Enter & Exit on the Same Dates in a Backtest

Building complex trading strategies is possible with the ORATS Backtester using the Combine...

Jul
09

Backtesting, Case Studies, options, put spread, puts, butterfly 2 -min-read

How to Backtest Exiting a Spread When One of the Legs Goes In-The-Money

The ORATS Backtester can exit an options trade whenever any leg reaches a delta or percentage...

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
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...

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