LIM Debuts XMIM Options Tester

The tool-which is able to back-test combinations of strategies, including straddles, strangles, vertical, ratio and calendar strategies, as well as to perform complex spread analysis-generates a report that shows the transaction details for each trade, P&L, daily greeks and options prices for each day a position is held. Clients can use it to study past performance of options strategies through combinations of changes in option greeks, open interest and volume, option and underlying statisti

To continue reading...