The goal of this blog is to share quantitative analysis and relative performance of common options strategies. Many traders are intimidated by options, the terminology, and the misinformation. This blog will try to show how different options strategies have performed relative to each other, over time, using simple setups, entries and exits.
Back in 2012 I wrote an automated option backtester. After testing some of the complex strategies I was trading, I thought I'd "go back to basics" and test a balanced Iron Condor, but without adjustments...a "no touch trade". Surprisingly, it worked better than the more complex structures I was actually trading.
In 2014 I decided to start sharing some of my backtest results, starting with Iron Condors. I hope this information provides traders with a better understanding of how simple options structures work, and provides a sound foundation for building more complex strategies.
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Dave @ DTR Trading