NuclearPhynance Archive

Hi guys, I was looking for any recommendation for backtesting options strategies, including time spreads, covered calls, multi legs, etc...

Can be something standalone or any 'package' for Matlab, R, etc...?



I found some stuff like Deltix (which is much broader), or cool execution stuff that it is not for backtesting.



Thanks in advance for the help. Cheers, Cord

For me, the biggest hurdle is getting enough historical options pricing data to test a strategy.

So once you have enough data I suspect your options will open up... so to speak.

I couldn't avoid the pun. Wink



Good Luck!