Options strategy optimization software?

This is a discussion on Options strategy optimization software? within the Options forums, part of the Financial Markets category; Dear forum participants, I have been woring with stocks analysis and used TradeStation, BootStrap, WFO, S-OOS and others for my ...

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Options strategy optimization software?

Dear forum participants,

I have been woring with stocks analysis and used
TradeStation, BootStrap, WFO, S-OOS and others for my
testing and optimization purposes. Now I decided to
look into options analysis and ended up having a
problem finding options tools such as TradeStation and
WFO for options system testing and optimization. I
have found the Optioetics.com website's backtesting
very useful.

Can anyone help me find software that will enable me
to test and optimize my options strategies? Any useful
links will be appreciated.

Thank you in advance,

Jamie.
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Posts: 450
Quote:
Originally Posted by JamieSorres
Dear forum participants,

I have been woring with stocks analysis and used
TradeStation, BootStrap, WFO, S-OOS and others for my
testing and optimization purposes. Now I decided to
look into options analysis and ended up having a
problem finding options tools such as TradeStation and
WFO for options system testing and optimization. I
have found the Optioetics.com website's backtesting
very useful.

Can anyone help me find software that will enable me
to test and optimize my options strategies? Any useful
links will be appreciated.

Thank you in advance,

Jamie.
make something in excel....it's easy...just pull in some old FTSE data and back test various stratagies......i.e.

S C(K=4425, Sep) P(K=4000, Oct)
4456 ? ?
4453 ? ?
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back testing options is not really possible due to their illiquidity and last price only availability making daily pricing information unreliable for verification or optimisation
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