DTR Trading

A blog about options trading strategies (Iron Condors, Strangles, Calendars, Butterflies), equities rotation strategies, and Java related technologies to backtest and automate trading.

Showing posts with label Dynamic Exit. Show all posts

Tuesday, December 12, 2017

Iron Condor Results Summary - Part 6 - IC Returns vs Initial Conditions Correlation

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In the last article , we looked at correlations between Iron Condor returns and Iron Condor structures / trade management. Specifically, we ...

Wednesday, December 6, 2017

Iron Condor Results Summary - Part 5 - IC Structure vs Metrics Correlation

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In the last article, posted way back in August, I looked at the Iron Condor structures that appeared to perform the best for each of the sev...

Tuesday, August 29, 2017

Iron Condor Results Summary - Part 4 - Top Performers By Metric

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In this article we will look at a subset of the 3024 iron condor strategy variations that were tested between January 2007 and September 201...

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Monday, August 7, 2017

Iron Condor Results Summary - Part 3 - 2017 Results

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In this article we'll look more deeply at the following iron condor (IC) strategy variations: 38 DTE, 25 pt. wings, 20 delta shorts,...

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Thursday, June 22, 2017

Iron Condor Results Summary - Part 2 - Loss Levels

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In the last article we looked at the backtest results from 600,912 iron condor trades entered between January 2007 and September 2016. The ...

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