Hi JHarmon, regarding the survivorship bias - you are correct that I do not consider current membership in the S&P500, which is a criterion in...
Hi Qlai, good question. I unfortunately cannot legally redistribute my historical data. The project includes data setup files for the instruments...
Thanks for the suggestions Mark, I'll have a look at these. My list was by no means intended to be complete; I simply chose some publicly...
As a showcase for TuringTrader's capabilities, I have implemented the algorithms described in the following books: Muscular Portfolios, by Brian...
Hi InvBox, I understand your pain in regards to porting your code to a new platform. But as you've probably already noticed while doing this...
well, at least XSP is alive and kicking....
There is a semi-mathematical explanation. Black-Scholes gives the so-called arbitrage-free pricing; a price point at which random trades will...
It's their own creation. Overall, it is as verbose as Pascal, but also as loose as Basic. It lacks a lot of the more advanced features, like...
Yes, it does matter if you're in a bull or bear market when selling puts. Selling puts is generally a bullish strategy, and the risks of your puts...
In general the nature of options trading is to create a nice and smooth equity curve, until that one event strikes, that results in a sharp...
Hi RVSW, I am the maintainer of TuringTrader, which is an open-source backtester for equities and options written in C#. I am successfully using...
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