Amibroker for options strategies?

G

gmax

I am looking for a software where I can build and test a portfolio with few distinct strategies and can handle options:
- options long/short, strangles, calendars spreads, etc (based on EOD data)
- equities, futures (mean reversion, trend following, based on EOD data)

Is Amibroker any good for it? I couldn't find any examples of options strategies for Amibroker?

I am currently with IB and use Yahoo Finance to do some manual testing in Excel. I will place the trades manually.

Any recommendations?
 
GloriaBrown said:
You better build your own
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Any suggestion where to start? Currently i prepare my analysis in Excel. But i couldnt find a way to download/scan options chains in Excel. I can download EOD equity quotes from Yahoo thou. Also it takes days to test a simple strategy.
 
gmax said:
Any suggestion where to start? Currently i prepare my analysis in Excel. But i couldnt find a way to download/scan options chains in Excel. I can download EOD equity quotes from Yahoo thou. Also it takes days to test a simple strategy.
More...

Interactive broker provides API, you must use real time api but not yahoo kind of stuff if you deal with high % up and down option
 
gmax Fidelty has intense option software, their good about giving people $6 trades at $.50 if that's too expensive? Their option software would cost you $300 with Esignal and it's better. Etrade's software is strong but their probably too high for most people, if you make 75 small trades you per quarter you get a better platform than most $900 subs run!
 
I have accounts with Option House, Option X, Schwab, Fidelity, Etrade ect... all in great standing and all these Brokers live by their word, they don't lie!
 
Looks like you are taking the more complicated road in the build or buy decision.

Excel with VBA is probably your best choice.

Unless you are already proficient with numerical analysis or scientific computing in a programming language.
 
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