Hello Friends,
I need simple utility to backtest few options strategies...
could you please explain how you use options oracle and datacenter for backtesting?
I have historical options data available for about 10 years (Nifty) and it would be great if I can upload this data and start testing strategies in the following way:
1. set the date in the past (eg 05-01-2007)
2. see a list of all options available on that date in the past
3. make a strategy with these options (I will have defined business rules)
4. then increase the date by 1 day and see whats happening with the strategy taken
5. make adjustments in the strategy (if necessary & formula driven)
6. and so on until expiration of the options in the strategy
In this way its possible to test every possible strategy in different circumstances.
Please let me know, because if this is possible you could learn and develop strategies way faster. In this way you can simulate years in hours
Thanks...
I need simple utility to backtest few options strategies...
could you please explain how you use options oracle and datacenter for backtesting?
I have historical options data available for about 10 years (Nifty) and it would be great if I can upload this data and start testing strategies in the following way:
1. set the date in the past (eg 05-01-2007)
2. see a list of all options available on that date in the past
3. make a strategy with these options (I will have defined business rules)
4. then increase the date by 1 day and see whats happening with the strategy taken
5. make adjustments in the strategy (if necessary & formula driven)
6. and so on until expiration of the options in the strategy
In this way its possible to test every possible strategy in different circumstances.
Please let me know, because if this is possible you could learn and develop strategies way faster. In this way you can simulate years in hours
Thanks...
