Apr
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The ORATS Advantage
See why ORATS backtesting is used by the largest pension funds, banks, wealth managers, hedge funds, and customers like you since 2002. Why the Wall Street Journal, Reuters, EQ Derivatives, Waters Technology have all recognized ORATS as a go-to firm for options information and backtesting.
Our backtester has the most powerful features available:
- Backtest all popular spreads and combine to produce an unlimited amount of strategies.
- All indexes, ETFs, and stocks are available
- Delta neutral strategies, pairs strategies, and multiple symbol strategy tests.
- Weeklies, quarterlies, and monthly expirations.
- Use out-of-the-money%, delta or both. Add premium yield or other additional criteria to hone in on the exact trades you want to test.
- Exit on many different triggers including stop loss, delta range, percent of strike difference.
- Commissions and slippage assumptions built in.
- Staggering entry trades to avoid path dependency.
- Change date ranges to test in and out of sample.
- Have an indicator signal? Use those entry and exit dates to control backtest trades.
- And a bunch more.
With quality data on all US equity optionable tickers going back to 2007: Each trading day we take a snapshot 4 minutes before the close of all bid asks of all standard options and accompanying stock prices. We process all this data through our Smoothed Market Values (SMV) system, producing the best greeks and theoretical markets. More on our historical market quotes here.
Backtester Quick Start video.
Backtester Basics
Backtest trial.
With a 30-day trial you can get access to all the features at a reduced fee and we will let you know before your trial expires so you can cancel.
Alternatively, you can go to wheel.orats.com and log in, but you will only be able to access IBM and basic backtesting features.
Don't you think it is time to put ORATS on your side?
Training Videos
Here are all are videos in one, with when each segment starts, or you can skip below to watch each one individually.
- 00:00 Intro
- 01:00 Backtester Quick Start video.
- 05:58 Backtester Basics
- 12:22 Additional Parameters: More criteria to drive your trading
- 18:06 Exit rules are key for maximizing profit and minimizing risk
- 23:32 Test multiple symbols and combine strategies
- 27:10 Leg relationships as in an Iron Condor
- 29:54 New features added based on feedback from traders like you
- 36:36 Long Stock & Short Stock strategies alone or combined with options
- ……. We will be adding more videos as we make them.
Here are more criteria to drive your trading.
Here are some advanced additional criteria for you to sculpt your trades.
Exit rules are key for maximizing profit and minimizing risk. See the exit rules here:
Here's how to test multiple symbols and combine_strategies
Here's how to use leg relationships to define your spread legs, for example this iron condor.
Check out the new features we added based on feedback from traders like you.
Here's how to use Long Stock and Short Stock strategies alone or combined with options.
Here's how to use Trigger Indicators to enter or exit trades based on data levels and use Symbol Entry Exit:
