We added your most requested feature to the backtester
24 Nov 2015You can now set your expected timeframe for your trade. Volatility will incorporate your defined holding period into the backtest, giving you a perfect view into how your trade would have performed in the past if held for your desired timeframe. This is really powerful, and I’m really happy to finally bring it to you! Try it now.
While this feature is really easy to use, behind the scenes the calculation is extremely detailed. Volatility will evolve the underlying’s price, implied volatility, dividends and interest rates according to your choices.
The example chart below shows a backtest of holding March S&P 500 calls until the end of January. Volatility’s backtester will give you an edge constructing your next trade idea.
