¿is there any platform to backtest rules based strategies on options?

Discussion in 'Options' started by rtw, Mar 7, 2018.

  1. rtw

    rtw

    these are two videos from projectoption where mr. Butler evaluates the results of selling iron condors and put spreads every trading day from 2006 to 2017 on the spy etf:







    mr. Butler's work is magnificent. his results and conclusions are perfectly supported by the evidence.


    if i wanted to carry out similar analysis, ¿are there any platforms that allow for backtesting of rules based strategies on options? i would like to evaluate the returns of similar strategies on individual stocks, other etf's, as well as some selling and buying strategies that followed simple rules (only buy - sell when previous close > simple moving average, etc).

    thanks.
     
  2. Robert Morse

    Robert Morse Sponsor

    rtw likes this.
  3. rtw

    rtw


    thanks. i have been taking a look at clm's website and their options backtester produces really interesting results.


    anyway, i would find it really hard to believe if there were no other platforms to backtest and optimize strategies on options . i imagined all the major platforms like sinkorswim, tradestation and all the rest would include this capability but i'm starting to think that's not the case.
     
  4. JSOP

    JSOP

  5. Robert Morse

    Robert Morse Sponsor

    Do you want something good or free? I find you don't get both.