Announcing backtests with implied volatility constraints
09 Feb 2016We are excited to announce the latest update to our backtester. You can now easily evaluate strategies that you trade only when implied volatilities are at certain levels, for example, writing SPY puts only when VIX is greater than 25 or selling Apple calls when implied volatility is greater than 35%. Setting up these strategies in Volatility only takes a few clicks, and backtesting results will be displayed in just a few seconds. Try it now (click on IV Range in Advanced Parameters).
