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.

Wednesday, November 25, 2015

RUT Straddle - 38 DTE - Results Summary

This is the first article in a series where we will look at the backtest results of selling at-the-money (ATM) options straddles on the Russ...

Thursday, November 19, 2015

SPX Straddle - Backtest Results Summary - Part 2

When I posted my SPX Straddle Backtest Results Summary I didn't plan on writing a follow up article. But after that post I received se...

Thursday, November 12, 2015

SPX Straddle - Backtest Results Summary

Over the last 40+ blog posts we took a fairly detailed look at the backtest results of 28,840 short straddles on the S&P 500 Index ( SPX...

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