can you give examples or good links for continously hedging
i opened a new thread on general backtest, i hope all of you will join it too -...
Hi, what do you think we should check when doing backtest ? Total PnL % Profit trades Largest Loss Largest Win Therotical % Profit what else ?...
i didn't resolved the IV Rank yet. i will check this issue once i buy the data. i didn't want to waist time on things that i might get with the...
TT answered - We only use EOD data. We only use intraday data when the study is focusing on intraday stuff.
OK, i got answers from TT research team - they replied - I didn't run the study back then, so I just ran the same study again. Here is my...
Great answer !
thanks for your input Diamond Geezer. yes, i saw the test with GLD and TLT, i went over all the shows with SPY, and i looked just for tests of SPY...
stepandfetchit - Great work ! 35 wins in 56 trades with final PnL of $5,925- ok, we are getting closer to TT can you export each trade somehow -...
i wrote to TT, and i hope i will get an answer soon (hopefully a detailed answer). i will keep you posted. i agree with stepandfetchit - i don't...
i know i can take random numbers and check with them. but i want to compare apples to apples, i already have data, and i wrote backtest code, now...
they don't show the tradelist. only the summary that you can see in the slides. i checked avg(Bid, Ask), and the results are : PnL :6064$ # of...
Hi, i have SPY data that i purchased from iVolatility i inserted the data to MSSQL database, so i could do backtests easily i checked some...
can you tell us what kind of option trading have you done in the last two years ? Did you Buy Options or Sell ? ATM or OTM ? Naked or spreads ? Shay
stepandfetchit - yes, i know about the IVs in TOS, and i know there are some VIX like for other symbols (but not for all !) but as i said, i...
this is why i want to test it myself :-)
just an example you can see with TOS ThinkBack : JPM on 24/02/2015 the price was 60.82 you could buy the 70 call Sep15 (206 days) in 0.58 on...
i agree that the calculation is problematic, but the results they presents over and over again, with or without IVRank, are very different in...
by the way, i asked the research team of TastyTrade, and they said - "We use the IV of the underlying, not of a specific strike. This IV is what...
stepandfetchit - thanks for your answer, yes, i want to get specific. as Tastytrade said, IV Rank was a game changer for them, and i want to see...
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