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.

Monday, April 11, 2016

Momentum Rotation 60 Day ROC System Results

In my last post, Yahoo Data and Momentum Rotation - Analysis of 2015 Data , the big take away was the importance of performing a full downl...

Monday, April 4, 2016

Yahoo Data and Momentum Rotation - Analysis of 2015 Data

I've taken a bit of a break from posting options strategy research, but before I dive back in I'm going to revisit some material I p...

Wednesday, February 3, 2016

SPX Straddle - Normalized Return Charts

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...

View web version

Powered by Blogger.