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.

Tuesday, January 26, 2016

RUT Straddle - Normalized Return Charts

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

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

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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