The Traderszone Network

Published in TZ Latest News 2 August, 2017 by The TZ Newswire Staff

Software for backtesting Options portfolios

Hello Everyone,

I’d appreciate if someone can recommend me an options software/database that will help me with the following:

Here’s what i’d like to backtest: I have a list of tickers, and on a specific day I’d like to buy/sell ATM calls/puts for each single one of them, and would like to check the PNL of each position and the entire portfolio on another day in the future. There’re many stocks and many periods that I’d like to backtest, so manually is not an option. It doesn’t have to be…

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