Options Algo Trading & Backtesting Guide

APIs, Automation, Algos & Code
1

Hi @Everyone,

Backtesting

Backtesting is the foundation of a strong strategy. It helps validate your idea using historical data and ensures the strategy works at least in theory.

The next step is execution, which is handled by the live algo.

We have also created a detailed video demonstrating extensive backtesting research.

Disclaimer : Link to google drive (https://docs.google.com/document/d/1FnC5xLpUq2fa3MAbdilYP6oxptdg6rjECBT2E7Mygf0/edit?usp=sharing)

  1. Expired Options data : https://www.youtube.com/watch?v=YFS1PLp0V6g&list=PLnuHyqUCoJsOwm3jyPwpF-CjZuRqIe-Hh&index=10

  2. Live Options Algo Part 1 : https://www.youtube.com/watch?v=lf4wzyNOav8&list=PLnuHyqUCoJsOwm3jyPwpF-CjZuRqIe-Hh&index=8

  3. Multi Timeframe : https://www.youtube.com/watch?v=3YjJYfkzyh0&t=161s

  4. Regime Filter : https://youtu.be/3YjJYfkzyh0?si=rqh95cyUhSZci3qQ

  5. Position Sizing : https://youtu.be/MB0qeEcNuRY?si=WIbAQ6b16VV9K5ki

  6. Backtesting Theta Decay : https://youtu.be/UbseLJZy91M?si=eO0miUxxdN9LrIv1

  7. Stress Testing and Bruteforcing : https://youtu.be/tMfV7pZhnMc?si=zu2pk6nOf3rJu1Iz

  8. Backtested DOS Trading Strategy : https://youtu.be/Ka0n2ETQi1s?si=u3cHI2gHjPx8ged0

Codefiles:

  1. Expired Options data : https://drive.google.com/file/d/1J5qxBmZ7Glk52UtTC2G2MHLyYfMUGxVm/view?usp=drive_link

  2. Live Options Algo Part 1 : https://drive.google.com/file/d/1Mr-2ZzeJWCl-FfsY2s1MklwU1eESshCR/view?usp=drive_link

  3. Multi Timeframe : https://drive.google.com/file/d/1DUA6vEdWFdZDfzsf8jIHwdCRfHpduJV3/view?usp=drive_link

  4. Regime Filter : https://drive.google.com/file/d/1d4B1_YqfwkXF3nhvfrgfljnsmgTjNdUP/view?usp=drive_link

  5. Position Sizing : https://drive.google.com/file/d/14RX5nzRxqMQ3ET--FAOD0Ddocw9kiiHr/view?usp=drive_link

  6. Backtesting Theta Decay : https://drive.google.com/file/d/1ua5jc40Tq4WMzuPM-e9MwNsd4ra5E997/view?usp=drive_link

  7. Stress Testing and Bruteforcing : https://drive.google.com/file/d/1rGYxnk5ayV_oE-hBVcyl8jND0f9QmmZJ/view?usp=drive_link

  8. Backtested DOS Trading Strategy : https://drive.google.com/file/d/1dA8L0ifucKruGZxoLitxea3FZw_Q_dLa/view?usp=drive_link

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Learn Algo Trading with Python | Codes | Youtube Series
2

@Tradehull_Imran this is very helpful thank you

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