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That helps to explain the price. Not knowing much about it, but for instance if Timebend or other proprietary program, was willing to sell/lease the program, without the ability to hold hundreds of positions, and hundreds of strikes, thus not only reducing the price considerably, but ensuring...

Thanks. $5,000 per month would be way overkill for my purposes. It sounds like the platform, and the maintenance you reference, is likely due to maintaining 5-10,000 symbols, with years of intra-day data, probably in a SQL database, or similar. On the other hand, a $5,000 per month...

Thanks. 1. Planning to use options that expire within 2 weeks, and 2. Willing to limit initial testing to say 200 stocks, picked from from SP 500 and NAS 100. So, closing prices, with liberal slippage, should be decent for testing purposes. (Having spent number of years -- albeit 15 years...

Any decent back testing platform should have ability to use any price, in addition to slippage. Initially, I'll probably test closing prices, with slippage. For active indiv stks, esp in, or near the money, closing prices should be reasonably close to real-world executions.

Thanks, but looking quickly, neither ivolatility nor livevol has backtesting captabilities; I'll check-out orats' Implementor. Anybody have, or know of a proprietary software product, either for sale, or lease? Thanks again.

Most recent discussion re option testing was several years old, so thought I'd begin anew. I'm interested in a software product to back test individual stock option strategies, including stock writes (both calls and puts.) Would like software to be able to run thru trading rules, on 100-500...

I'll bite. I've been trading the markets, mostly futures, full-time, for my own account, for 30+ years, plus an earlier 10 years before I was able to make money on a regular basis. Managed as CTA about 20 years ago, using propriety platform and trading systems, with good results. Today I'm...

Yes, money printing by Central Banks worldwide has elevated most asset classes, but done little for the real economies. We've seen this movie before (directed by the evil Alan Greenspan, who continues to attempt to re-write history) and know it will end very badly, but timing is tough. It...

I rarely visit this site, but wandered here this evening. I have been a full-time trader, with trading my main source of income, for most of 35 years. I've been trading for 45 years, but it took me most of 10 years to be regularly profitable. (For those trying to do the math, although I...

1. I have a flat negotiated rate with Velocity, which at up to, say 10,000 lots per month, is slightly better than IB. Nor does Velocity charge me anything for the CQG Trader platform. 2. I don't know if I'm revealing any secret here, but I doubt it, because I've had other non-member firms...

I have traded with Velocity for 3 years. I am a short-term active trader: -- user the basic CQG Trader; -- 500-1000 lots (1-side) daily, -- mostly E-mini; some NQ, GC, Eur; -- gostly orders 1-5 lots; some 10 lots; -- mostly carry 50-100 lots during day; 50+ overnight. Although I've...