best way to backtest option strategies?

Quote from timbo:

bali is right. If you're backtesting option strategies, you're way behind; albeit newbie.

Just tried to give him a reality dose that simple backtesting may finish up in curve fitting and you get that reply?

"I've got a buddy... " Wow good on him, but I sorry to burst his bubble: It ain't much of a buddy if he does not help him getting started / pointing in the right direction and he has to come here to ask stupid questions imho. Tells me exactly what his buddy is thinking of him.

The confirming item is that he is just registered and already starts with insults.

I'm done with him and he has gone on ignore.

Good trading to you Timbo.

Maria
 
Lee,

I'm working on something similar. I'm using iVolatility data and a custom program in MS Access.

Brooks

Quote from fredit:

Hello,

i'm looking to backtest 2 strategies.. a long calendar spread (front month, next month) and bull call spread (front month).

What would be the best tools to do this? I have Interactive Brokers as my paid service.. and I'm fairly well versed in it's API. or is there a free tool better suited ? ... my main concern is the cal spread testing (since it involves 2 months)

thanks!
Lee
 
Back
Top