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.

Thursday, June 22, 2017

Iron Condor Results Summary - Part 2 - Loss Levels

In the last article we looked at the backtest results from 600,912 iron condor trades entered between January 2007 and September 2016. The ...

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...

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