Recent content by Wes2000

Gamma scalping is more or less a defensive measure to fight the time decay on a long straddle. Determining the 'sweet spot' for when to scalp is key. The best way to determine the sweet spot is to backtest the strategies using different parameters. For instance, you can backtest what happens...

I am looking for a options backtesting platform that allows me to backtest options spreads and complex entry / exit / adjustment criteria. I would like to backtest strategies such as covered calls, strangles, butterflies, and iron condors. And I would like to be able to create trading rules...