I would like to know if there is software that will allow me to backtest my options strategy. I am looking to trade fx options with Saxobank. Thanks in advance guys.....
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backtesting FX options
- Thread starter Nashequilibrium
- Start date
Does nobody have an idea about this? Has anybody tried this or am i just asking the wrong question?
I do not recall finding historical price data for options. I can not analyze if I have no data.
So there is no option software that can use historic prices of fx rate to give option prices for a given strike price? This should be very possible to do, and by historic prices i do not mean option prices, i mean actual historic spot price data. It should be possible to get option values from historic spot data with all the technology available or do i have to build it myself?
something like the ATR.
Quote from kms200:
I believe OptionVue's software has backtesting capabilities for FX options. I'm not 100% sure, but I would suggest checking out their site or giveing them a call.
Thanks, it seems like they do, i am going to go through their tutorial manual, i hope it is not just historical data on option prices, but they seem pretty efficient and the software is relatively cheap as well. I hope it work!!