Why is backtesting so important? And what should you consider when testing option strategies?
This workshop is an in-depth look at the option backtester that is available to all Option Alpha autotraders. We begin with a high-level discussion on backtesting option strategies and give you a framework to follow when searching for new ideas.
You'll learn how to create a backtest for different strategy types, we'll help you discover top backtests using multiple performance metrics, and modify existing backtests in the database. Plus, we'll show you how to compare different backtests using detailed examples that show why changing small variables can have a big impact on a strategy's success.
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