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 RUT. Show all posts

Tuesday, January 26, 2016

RUT Straddle - Normalized Return Charts

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In the last two articles ( here and here ), we reviewed the backtest results of 28,840 short options straddles on the Russell 2000 Index ( ...

Tuesday, January 19, 2016

RUT Straddle - Backtest Results Summary - Part 2

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This is a follow up to my RUT Straddle Backtest Results Summary and presents the RUT straddle results in a slightly different format....

Wednesday, January 13, 2016

RUT Straddle - Backtest Results Summary

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Over the last seven weeks we reviewed the backtest results of 28,840 short options straddles on the Russell 2000 Index ( RUT ). In this pos...

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Wednesday, January 6, 2016

RUT Straddle - 80 DTE - Results Summary

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This is the seventh article in a series looking at the automated backtest results of selling at-the-money (ATM) options straddles on the Rus...

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Wednesday, December 30, 2015

RUT Straddle - 73 DTE - Results Summary

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This is the sixth article in a series looking at the backtest results of selling at-the-money (ATM) options straddles on the Russell 2000 in...

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