Backtesting

Our core product empowers you to quickly discover, craft, and evaluate successful options trades

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Strengthen your investment decisions with our data analytics technology

Quickly understand if your strategy would have been profitable in the past
Get results in seconds — the speed of our platform allows you to quickly optimize and improve your strategies
Always understand and optimize your potential upside and downside; quickly find the best expression of your investment idea
Easily evaluate historical pricing to make sure you're buying low and selling high

Key features

Backtest any options strategy
We support virtually any options strategy across U.S. stocks, global currencies, and commodities markets
Flexible backtest customization
Set holding periods, implied volatility rules, profit targets and stop losses, technical indicators, delta hedges, and more
Intuitive visualizations
Make decisions quickly with easy-to-understand equity curves, histograms, and more
Efficiently manage risk
Quickly evaluate your risk versus potential reward and optimize your use of capital
Portfolio backtesting
Build complex portfolios of dozens of options strategies across asset classes
Multi-leg, cross-asset options strategies
Analyze the simplest call option to the more complex delta-hedged put spreads on a basket of stocks
Sophisticated stress testing
Evaluate how any strategy will perform under any market conditions with flexible scenario analysis
Model underlying positions
Backtest options strategies alongside positions in the underlying stock or futures (e.g. covered calls, hedges)

Focus on your investments — we manage the infrastructure you need to succeed

Our quantitative backtesting algorithms support virtually any options strategy across asset classes
We manage large databases of market data and the compute power needed for you to analyze them instantly
Our intuitive software hides the necessary complexity and saves you from hours spent in spreadsheets or inflexible systems