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, May 9, 2017

Iron Condor Results Summary

Over the last several months I have shared the results from an extensive set of backtests of SPX iron condors (IC). In all, I backtested 600...

Saturday, April 29, 2017

SPX Monthly Returns And Tail Risk

I had some time yesterday while waiting for an appointment, and re-read " A Comparison of Tail Risk Protection Strategies in the U.S. M...

Wednesday, April 12, 2017

80 DTE Iron Condor Results Summary

This article reviews the backtest results for iron condors (IC) entered at 80 days to expiration (DTE). These tests covered 9 IC variations,...

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