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

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