Quant Mashup - DTR Trading
RUT Iron Condor - Dynamic Exit - 38 DTE - 20 Delta [DTR Trading]
In this post we will look at the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 20 delta short strikes, with different profit and loss exits. This is a non-directional options trading strategy that seeks to profit from a market that stays within in a range
- 9 years ago, 1 Mar 2015, 09:37pm -
RUT Iron Condor - Dynamic Exit - 38 DTE - 16 Delta Continued [DTR Trading]
This post is a continuation of the prior post. In this post we will look at the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 16 delta short strikes, with different profit and loss exits as a percentage of the initial credit. Recall that these RUT ICs were
- 9 years ago, 26 Feb 2015, 10:34am -
RUT Iron Condor - Dynamic Exit - 38 DTE - 16 Delta [DTR Trading]
In this post we will look at the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 16 delta short strikes, with different profit and loss exits. For some background on how these results are presented, please review the overview and prior 38 DTE posts at: RUT
- 9 years ago, 24 Feb 2015, 07:14pm -
RUT Iron Condor - Dynamic Exit - 38 DTE - 12 Delta Continued [DTR Trading]
This post is a continuation of the prior post. In this post we will look at the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 12 delta short strikes, with different profit and loss exits as a percentage of the initial credit. Recall that these RUT ICs were
- 9 years ago, 22 Feb 2015, 07:00pm -
RUT Iron Condor - Dynamic Exit - 38 DTE - 12 Delta [DTR Trading]
In this post we will look at the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 12 delta short strikes, with different profit and loss exits. For some background on how these results are presented, please review the overview and prior 38 DTE posts at: RUT
- 9 years ago, 17 Feb 2015, 07:52pm -
RUT Iron Condor - Dynamic Exit - 38 DTE - 8 Delta Continued [DTR Trading]
This post is a continuation of the prior post. I will show the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with 8 delta short strikes, with different profit and loss exits as a percentage of the initial credit. For some background on how these results are
- 9 years ago, 9 Feb 2015, 09:39pm -
RUT Iron Condor - Dynamic Exit - 38 DTE - 8 Delta [DTR Trading]
Starting with this post, and spanning the next seven or eight posts, I will show the backtest results for dynamic exits of 38 days-to-expiration (DTE) Iron Condors (IC), with different delta short strikes. In this post I wills show the results for the 8 delta short strike 38 DTE versions. For some
- 9 years ago, 4 Feb 2015, 03:29am -
RUT Iron Condor - Dynamic Exit Overview - 66 DTE [DTR Trading]
In this post, we will continue the work from the last post, RUT Iron Condor - Dynamic Exit Overview - 80 DTE, but this time we will look at the performance of several dynamic exits for the 66 days-to-expiration (DTE) RUT Iron Condors (IC). We are going to backtest dynamic exits on three basic IC
- 9 years ago, 29 Jan 2015, 03:02pm -
RUT Iron Condor - Dynamic Exit Overview - 80 DTE [DTR Trading]
It has taken a long time to get to this point, but we are finally finished reviewing the backtests for our three basic starting structures for the Iron Condor (IC). The three basic starting structures backtested were: Standard: 10 put credit spreads, and 10 call credit spreads (72 total backtests /
- 10 years ago, 26 Jan 2015, 03:37am -
RUT Iron Condor Equity Curve Comparison - 66 DTE [DTR Trading]
In this post we will look at the equity curves for the three versions of the RUT "no touch" Iron Condor (IC) trades at 66 days to expiration (DTE). The three versions tested were: Standard: 10 put credit spreads, and 10 call credit spreads Delta Neutral: 10 put credit spreads, and from 5
- 10 years ago, 18 Jan 2015, 01:32pm -
RUT Iron Condor Equity Curve Comparison - 80 DTE [DTR Trading]
In this post we will look at the equity curves for the three versions of the RUT "no touch" Iron Condor (IC) trades at 80 days to expiration (DTE). The three versions tested were: Standard: 10 put credit spreads, and 10 call credit spreads Delta Neutral: 10 put credit spreads, and from 5
- 10 years ago, 14 Jan 2015, 03:29pm -
SPX Iron Condor Comparisons [DTR Trading]
In this post we will look at the backtest results (summary statistics) for the three versions of the SPX "no touch" Iron Condor (IC) trades. The three versions tested were: Standard: 10 put credit spreads, and 10 call credit spreads Delta Neutral: 10 put credit spreads, and from 5 to 10
- 10 years ago, 11 Jan 2015, 04:02pm -