Best Platform for Backtesting a Leaps and Covered Call Strategy?

Discussion in 'Options' started by Kirribilli, Sep 17, 2018.

  1. CML_Ophir

    CML_Ophir

    SPX, yes. Data back to 1-1-2007. EOD data only.

    Source is OptionMetrics, the defacto data provider for every major investment manager and hedge fund.
     
    #11     Sep 17, 2018
  2. ironchef

    ironchef

    Schwab provides historical option quotes free, but don't think they are "best platform".
     
    #12     Sep 17, 2018
  3. RedDuke

    RedDuke

    Fantastic will subscribe and try the product. I built a tool for myself, but it is a bit clunky. Very curious what you have done.

    I assume all strikes and contracts?
     
    #13     Sep 17, 2018
    CML_Ophir likes this.
  4. CML_Ophir

    CML_Ophir

  5. CML_Ophir

    CML_Ophir

    All strikes, all contracts, yes.
     
    #15     Sep 19, 2018
  6. I think we went though this once before. I only buy after I try. Been burned to many times. Sorry.
     
    #16     Sep 19, 2018
  7. RedDuke

    RedDuke

    I am sure you can cancel any time. Try it for a month, cancel if you do not like. It will set you down whopping $89.
     
    #17     Sep 19, 2018
  8. CML_Ophir

    CML_Ophir

    Exactly. And you get a full refund after 1 month if you don't like it.
     
    #18     Sep 19, 2018