This is a special price for ET. One-time $399 for near EOD back to 2007. https://info.orats.com/elitetrader Historical near end-of-day quotes...
The long straddle in SPX is the inverse of the short straddle except slippage is considered. 15.77% vs -18.11%. The slippage is traveling 75% of...
Hi. No. In both graphs the straddles were held to expiration. The first was entered the day before expiration with 14 minutes to go in the trading...
Here's a backtest of 2022 YTD trading the day before near end of day (14-minutes before the close). Ugly -18.1% [IMG] However, here's trading...
We are an RIA so we need to avoid performance claims. There are firms managing > $100 billion that use the strategies tested, and the backtester...
No, we do not prove backtest. We do make it easier for clients to do this.
No. No. The backtest runs on our machines. You may be interested in our new one-minute intraday API. Get down-to-the-minute summaries and option...
Forward testing can be used in addition to backtesting. Using our system, we often update backtests for clients acting like a forward test. Our...
You can do this with our backtester. https://blog.orats.com/backtest-your-own-signals
DTR had this as one of their best set ups for a SPX iron condor: Profit Factor (4.5%): 80 DTE ST structure 25 pt. wings 8 delta shorts 300%...
What days to expiration and deltas are you thinking?
Yes, in my signature SPECIAL ELITETRADER PRICING https://info.orats.com/elitetrader
ORATS scanners are not free but we offer a nice discount for ET. [IMG] Here is unusual call volume and other measurements as filters. The stock...
We measure how wide the bidIV - askIV is for every option and weight higher closer to ATM. [IMG] It is helpful to judge liquidity. The last row...
Here's what we have: [IMG] And here's a look at the term structure (bottom right orange dots) along with trendlines, insider trades, valuation of...
TOS is not dependable. After hours I think they price on the bid ask of the underlying which doesn't match where the options were priced. Here's...
Here's how Omnieq compares to ours: They can rank based on its return-to-risk ratio, probability of expiring out of the money, and expected...
I wrote to Ernest about this. He and I will be at the Chicago Trading Expo September 27-28.
ORATS has a payoff diagram that can be set up in the options chain or in an options scanner: [IMG] The distribution behind the payoff picture is...
This is a good question. I am checking our method with the developers. A good rule would be to use the ex-earnings IV if the front month expires...
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