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.

Sunday, July 6, 2014

Iron Condor Backtest - SPX - 38 DTE

In this blog post we will look at the automated backtesting results for four variations of a 38 days-to-expiration (DTE) SPX "no touch...

Wednesday, July 2, 2014

Iron Condor Backtest - SPX - 31 DTE

In this blog post we will look at the automated backtesting results for four variations of a 31 days-to-expiration (DTE) SPX "no touch...

Monday, June 30, 2014

Iron Condor Backtest - SPX - 24 DTE

Now that we have finished our baseline tests and mid-level analysis of the "no touch" iron condor (IC) on the Russell 2000 Index (...

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