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 Iron Condor. Show all posts
Showing posts with label Iron Condor. Show all posts
Monday, June 10, 2019

SPX Iron Condor - 2019 Q1 Review

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We looked at the performance of a few of the better performing SPX iron condors (ICs) in a prior article ( here ). In this post, we'll r...
Monday, May 13, 2019

SPX Iron Condor - 2018 Review

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In this post we'll look at how the SPX iron condor has been performing since I last analyzed its results back in 2016 ( here ). For this...
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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