Option Backtesting Tools?

C

Chubbly

I got interested and decided to see if I can find a better tool than what the ToS platform (Thinkback) has. A quick Google search and this is what I found below. If anybody has used any of these products can you please write a short review or feel free to PM me directly
I am interested in testing Options on Equities as well as Futures. So if the tool had SPAN and Reg-T margin requirements built in that would be perfect

http://www.csidata.com/
http://www.optionnetexplorer.com/
http://www.hoadley.net/options/download.htm
http://samoasky.software.informer.com/
http://www.oscreener.com/options_strategy_backtester
http://www.optionvue.com/
http://www.lim.com/products/query/


Also I found a good historical option data source
http://www.ivolatility.com/
 
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I have been building a tool which has pretty robust option back-testing features. It's currently in private beta and the details are here: https://www.getvolatility.com . If you're interested in checking it out, sign up and shoot me a PM, I'll make sure you're moved to the top of the beta invitation queue. Would appreciate your feedback on it if you do check it out.
 
enjoytrading said:
I have been building a tool which has pretty robust option back-testing features. It's currently in private beta and the details are here: https://www.getvolatility.com . If you're interested in checking it out, sign up and shoot me a PM, I'll make sure you're moved to the top of the beta invitation queue. Would appreciate your feedback on it if you do check it out.
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Looks good in the screenshots. I started a private thread for us to discuss
 
enjoytrading said:
I have been building a tool which has pretty robust option back-testing features. It's currently in private beta and the details are here: https://www.getvolatility.com . If you're interested in checking it out, sign up and shoot me a PM, I'll make sure you're moved to the top of the beta invitation queue. Would appreciate your feedback on it if you do check it out.
More...
Signed up for the beta and waiting for access. Looks cool and thank you for developing such tools. Would you mind tell us some more details about the algorithm platform (C++, C# or python?) and flexibility?
 
Thanks, I just sent out beta invitations to both of you.

The site is pretty flexible and covers most of the major U.S. equities by option volume (600 or so) and many of the major futures markets (30 or so). I definitely plan to include more symbols in the future to make it more flexible.

Looking forward to your thoughts!
 
The CME has 2,551 futures and options symbols. Most of us trade less than 30 symbols. So you should have enough to get most of the ones we are are interested in.
 
enjoytrading said:
Thanks, I just sent out beta invitations to both of you.

The site is pretty flexible and covers most of the major U.S. equities by option volume (600 or so) and many of the major futures markets (30 or so). I definitely plan to include more symbols in the future to make it more flexible.

Looking forward to your thoughts!
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Got the registration and thanks.
 
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