I was interested in backtesting a delta neutral strategy using SSF's and Futures. Either long the future and long a put or short the future and long a call. I wanted to set it up where positions are only taken on a quarterly basis and adjusted once certian parameters were violated. Can anyone point me in the right direction as far as a good software package? Thanks
do you have B&S formula in Excel ? The rest should be very easy , especially if one of the legs is a spot.