Options Strategy Tester Trial And Will

This allows you to create random stressed scenarios as well as use your own market data.

It is a completely different story when it comes to option strategies.

Most of the tools used are bespoke software not publicly available.

Part of the reason for that seems to be the higher complexity involved, the deluge of data you need (option chains) and the (non-)availability of historical implied vola data.

Please also provide infos on price and quality of the products if possible.

I looked at the other tools above and 1) they either didnt support the option strategies I want or 2) they would require me to manually enter and exit the positions.

It will show you historical prices and back-tested payoffs for any option strategy.

It also highlights opportunities which are cheap or expensive today after running statistical analysis on historical data.

It has detailed historical implied volatility, skew, and surface charting.

The historical data goes back about seven years and will go back farther soon.

Whit Armstrong also provided an R package for this, although I dont know how complete it is.

You can then create an Excel spreadsheet to automatically enter adjust your spread trades as certain technical conditions are hit.

In fact, you can backtest years of complex option spreads (collars, condors, etc.) in seconds.

I kinda like this the most (disregarding how far off this could be from the reality).

The backtest uses actual historical options data (I believe this would be minute level option data).

Language Python. I like this the least, but this example shows you that you can cook up a back-tester with not too much code.

Not sure how usefully the backtest result could provide though, given all the baked in assumptions.

The one advantage with this home-brewed method, assuming the results do reflect the reality, is that backtest with 10-years of daily price data takes no more than 15 seconds.

A free version is available with a limited number of end of day symbols.

Other subscription plans offer more symbols and intraday data.

QuantyCarlo Enterprise Edition exposes two programming APIs, offers Factorial Analysis, Applied Predictive Modeling (see ), and cluster computing to efficiently generate the optimal parameters for a given strategy.

This is the one of the best Stock options strategy trading analysis tool provided free.

Options Strategy Tester Trial And Will

They offer a 3 week free trial and will do a one on one demo with you to show you how it works.

Ive been backtesting multi-leg options strategies with adjustments in 5min intervals using wizards and C (VB is also supported).