I want to backtest naked puts. First I want to gather trade statistics to see if it seems viable for me. In this phase I do not want to apply any position sizing algorithm.
What is the best way to do this?
Thanks!
Mark
I want to backtest naked puts. First I want to gather trade statistics to see if it seems viable for me. In this phase I do not want to apply any position sizing algorithm.
What is the best way to do this?
Thanks!
Mark