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, October 25, 2015

SPX Straddle - 73 DTE - Manage Profits at 10%

In this post we look at the backtest results of selling a one-lot, at-the-money (ATM) straddle on the S&P 500 Index (SPX), initiated at...

Saturday, October 24, 2015

SPX Straddle - 73 DTE - No Profit Management

This post looks at the results of selling a one-lot straddle on the S&P 500 Index (SPX), initiated at 73 days-to-expiration (DTE). Thi...

Thursday, October 22, 2015

SPX Straddle - 66 DTE - Results Summary

Over the last five blog posts we looked at the automated backtest results for 4160 options straddles sold on the S&P 500 Index ( SPX )...

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