Are there any good, usable tools for backtesting option strategies (or add-ons for standard packages or online-services or whatever). Please also provide infos on price and quality of the products if possible.

Jun 20, 2006 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Dec 15, 2023 · According to "Backtesting requirements compare the value-at-risk (VaR) measure calibrated to a one-day holding period against and hypothetical P&L (HPL) over the prior 12 months. …

Dec 25, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Nov 2, 2020 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Sep 30, 2024 · 4 I started building a backtesting application in Python to backtest and optimize trading strategies, but I've paused to assess whether to continue development or purchase software to …

Dec 27, 2022 · Share ideas, debate tactics, and swap war stories with forex traders from around the world.

Backtesting Level 2 futures data in NinjaTrader 8 might seem like a big mountain to climb, but by breaking it down into these steps, it becomes much more manageable.

The red zone indicates a backtesting result that almost certainly indicates a problem with a bank’s risk model. etc Traffic light rating systems are widely used not only for VaR backtesting, but for all sorts …

Feb 3, 2025 · Backtesting specifically, and any forecasting method in general, has limits and that’s perhaps the biggest challenge for traders to understand. Some traders place so much reliance on …