At the option lab, we know that trading is a science rather than an art, and that data-driven, evidence-based trading has an edge. We backtest option trading strategies based on our custom open source (github) automated backtesting framework and data from 2004 until today. The framework loops through each day, checking entry-, adjustment- and exit criteria. Below, we present the results of three publicly available strategies.
We backtest, develop and optimize option trading strategies, taking our customers' individual trading preferences, styles and goals into account. Our main focus lies on market/delta-neutral income strategies. We deliver precision work with great attention to every detail.