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, April 17, 2019

SPX Strangle - 2018 Review

I've been a little curious how the SPX strangle has been performing since I last analyzed its results back in 2015 ( here ). For this a...

Tuesday, December 12, 2017

Iron Condor Results Summary - Part 6 - IC Returns vs Initial Conditions Correlation

In the last article , we looked at correlations between Iron Condor returns and Iron Condor structures / trade management. Specifically, we ...

Wednesday, December 6, 2017

Iron Condor Results Summary - Part 5 - IC Structure vs Metrics Correlation

In the last article, posted way back in August, I looked at the Iron Condor structures that appeared to perform the best for each of the sev...

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