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 Straddle. Show all posts

Monday, May 27, 2019

SPX Straddle - 2019 Q1 Review

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We looked at the performance of a few of the better performing SPX straddles in a prior article ( here ). In this post, we'll revisit th...

Monday, May 6, 2019

SPX Straddle - 2018 Review

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In this post we'll look at how the SPX straddle has been performing since I last analyzed its results back in 2015 ( here ). For this a...

Wednesday, February 3, 2016

SPX Straddle - Normalized Return Charts

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The last article on RUT straddles ( here ) was very popular, so I thought I'd write a similar post on SPX straddles. Recall that from S...

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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 ( ...

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