The Θption Lab

Pushing the Edge in Options Trading

Research

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 open source (github) automated backtesting framework and data from 2004 until today. The framework loops through each day and applies the specified entry-, adjustment- and exit criteria. Below, we present the results of three publicly available, non-proprietary trading strategies.

Netzero since 2018
Netzero since 2006

Delta-neutral, adjustment-free put butterfly

The Bull since 2018
The Bull since 2006

Bull put credit spread

BF70 since 2018
BF70 since 2006

Adjustment-free broken wing butterfly

Our services

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 and long-term hedging strategies. We deliver precision work with great attention to every detail.

The first session is always free. Afterwards, we charge 150$ per hour. We do give discounts for packages of several hours. For programming works, research and/or development, we usually agree on a package price. Please reach out with your specific request! You will always receive the source code so that you are empowered to continue testing and tuning your strategies yourself.

Strategy Backtesting

Strategy Development

Consulting

Data Science

Blog