options backtester

[logis]

is there is any tool/software which i can set a roll and it will be tested based on historical prices?
for example, i would like to sell a call spread every time the mkt goes up more than 1%
thanks

 

[cdcaveman]

You'll need to learn to program.. you could do it in Excel in a very small way.. I would recommend a quantative programming data science language like R you can use Matlab or python but your really not gonna find a flexible wysiwyg platform to do that kind of testing

 

[logis]

how come there is no SAAS / software? not enough options traders out there?

 

[stepandfetchit]

is there is any tool/software which i can set a roll and it will be tested based on historical prices?
for example, i would like to sell a call spread every time the mkt goes up more than 1%
thanks

IMO: If you want more than a "back of a napkin" rough idea, I think you are out of luck. What I find, is if one pursues that avenue with precision in mind, to be as close as possible to a real forward test with real money, there will be more criteria to specify than most would care to stomach--hence only "horse shoes and hand grenades" tools available. If some precision is available with the tool, then the tool must be "manually" run (OptionVue, ONE, etc).
As cdcaveman indicates, you may be able to write one yourself if you have the talent, fortitude, and youth to live long enough to reap the results of your work.

 

[cdcaveman]

Nah. I'm an irrigation technician with a background bin horticulture and I learned how to do it....R I found to have the most welcoming community and easiest to use as most operations have already been done ... Building spreads is simple creating a distribution of built spreads. ie call options futures etc that have entry and exit points based on some other instrument is the underlying is fairly simple and we'll worth the time spent.. easier then digging ditches all day for the money for sure

 

[Robert Morse]

is there is any tool/software which i can set a roll and it will be tested based on historical prices?
for example, i would like to sell a call spread every time the mkt goes up more than 1%
thanks

Try these guys.
https://cmlviz.com/

Bob

 

[stepandfetchit]

My comment was "really" not meant to be sarcastic! I am writing my own, but fear I may not live long enough to reap the rewards! -- spoken from a personal perspective. -- The details, that most just "gloss over" (I think to their own possible detriment) is daunting! (some work can deal with imprecision, some, cannot)

 

[logis]

thanks for the info
looks like there is a room for a VC for this software. how much would you pay per month for this?

 

[syswizard]

Isn't obtaining accurate option historical price data the big issue here ?
I. for one, would like the ability to back-test with true option price data or theoretical prices based on Black-Scholes and other models.

 

[truetype]

thanks for the info
looks like there is a room for a VC for this software. how much would you pay per month for this?

For the ET crowd, "little or nothing." I've mentioned Hanweck, the gold standard for historical options data. But it costs money.