Offering for sale:
Marketdata (EOD quotes)
End of day historical option prices for all U.S. equity options including stocks, indexes and ETFs.
- 15 years of end of day historical options data (up to 1 million quotes per day): $12,000.
- End of day options data subscription for one year: $6000.
Note: we offer both raw data which contains some errors, and corrected data. Using raw data in backtests will result in false positives.
Strategy Backtesting Software
Options strategies backtester: $20,000.
- Java and PostgreSQL
- Can test either naked or dynamic-hedged positions
- Allows both single option and option combinations (ex: iron condors).
- Allows different pricing models: several Black-Scholes variants included by default.
- Extensible to arbitrary programmed strategies (needs custom development).
- Extensible to arbitrary pricing models (needs custom development).
The backtester is delivered as source code and includes one month of training for your in-house programmers.
Call for pricing.
Custom Development Services
Custom development of new strategies and pricing models for the backtester, automated systems to trade the validated strategies: 62.5$ / hour, minimum one month contract.