¿is there any platform to backtest rules based strategies on options?

[rtw]

these are two videos from projectoption where mr. Butler evaluates the results of selling iron condors and put spreads every trading day from 2006 to 2017 on the spy etf:

mr. Butler's work is magnificent. his results and conclusions are perfectly supported by the evidence.


if i wanted to carry out similar analysis, ¿are there any platforms that allow for backtesting of rules based strategies on options? i would like to evaluate the returns of similar strategies on individual stocks, other etf's, as well as some selling and buying strategies that followed simple rules (only buy - sell when previous close > simple moving average, etc).

thanks.

 

[Robert Morse]

CML product: https://cmlviz.com/

Bob

 

[rtw]

CML product: https://cmlviz.com/

Bob

thanks. i have been taking a look at clm's website and their options backtester produces really interesting results.


anyway, i would find it really hard to believe if there were no other platforms to backtest and optimize strategies on options . i imagined all the major platforms like sinkorswim, tradestation and all the rest would include this capability but i'm starting to think that's not the case.

 

[JSOP]

Try OptionSlam. It's a website though that supposedly allows you to backtest your option strategy. https://www.optionslam.com/

 

[Robert Morse]

anyway, i would find it really hard to believe if there were no other platforms to backtest and optimize strategies on options .

Do you want something good or free? I find you don't get both.