Backtesting Options system on SPY

Discussion in 'Options' started by artem65, Dec 19, 2012.

  1. artem65



    i have a question. I backtested a system that uses several indicators to time the SPY. My system tells me with a probability of 75% when a short term top is made in the spy. i would like to backtest how a system would have performed when i would sell out of the money calls at that time instead of going simply short.

    does someone know how to get the data for spy calls (with bids and asks) to backtest by hand the results? or does someone of you have a software to backtest option strategies?

    Please help!

    best regards