L logis Oct 29, 2013 #1 i would like to buy bull spread every day on the close for the expiration next month. can i back test this idea? thanks
i would like to buy bull spread every day on the close for the expiration next month. can i back test this idea? thanks
A Alphaben Oct 31, 2013 #2 So you are looking to backtest an options spread on specific equity 30days before every expiration date in the past year or two? With specific target profit in mind to see how this strategy has performed under the past market conditions?
So you are looking to backtest an options spread on specific equity 30days before every expiration date in the past year or two? With specific target profit in mind to see how this strategy has performed under the past market conditions?
