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  1. Find the best way to trade an options strategy

    Our new Optimize Backtest feature can help you find the best way to trade an options strategy. Look at thousands of strategy permutations and...
    Thread by: Matt_ORATS, Jun 17, 2019, 0 replies, in forum: Announcements

  2. VIX Level Trigger in Options Backtesting

    Here's how to use the level of VIX, or any symbol's price, to drive trading in a backtest by using Entry and Exit Triggers. My firm, ORATS, has an...
    Thread by: Matt_ORATS, May 23, 2019, 0 replies, in forum: Announcements

  3. modeling the vol surface when missing (quite a bit of) data

    Baozi Thanks for the additional color. One way to see if wings are overpriced is to look historically. Using a slope and derivative can identify...
    Post by: Matt_ORATS, May 22, 2019 in forum: Options

  4. modeling the vol surface when missing (quite a bit of) data

    James Yes, we calibrate the strike skew with a slope and derivative. We also have an approach for wings, < 15 delta but that is more nuanced. I...
    Post by: Matt_ORATS, May 22, 2019 in forum: Options

  5. modeling the vol surface when missing (quite a bit of) data

    Hi Baozi I just put up a blog for you explaining an approach...
    Post by: Matt_ORATS, May 21, 2019 in forum: Options

  6. New to trading options. Need advice on Put option now in bankruptcy

    I see that after hours it is way down, trading 0.10 down 72%, nice put buy. You don't say which put you bought but it doesn't matter that much...
    Post by: Matt_ORATS, May 10, 2019 in forum: Options
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