GET THE OPTIONS DATA YOU NEED
Perhaps the most important and least appreciated part of backtesting is the underlying options data. We use our decades of experience to apply sophisticated quote cleaning and smoothing algorithms to produce realistic calculations and tests. Indexes like SPX and VIX and weekly expirations are included.
ANALYZE YOUR TRADING STRATEGY
View all your standard statistical financial figures, like Sharpe Ratios, annually and since 2007. Graph your options strategy returns with underlying stock performance. Analyze monthly returns. View and download trades for your strategy. Go back and edit your backtest parameters and review the statistics and trades in seconds.
INTENSIVELY PREPARED DATA
Discover a unique service that meets your needs for accurate, timely, and consistent dividend forecasts and earnings dates information.
Options Data Products
Equity options data give you the ingredients for a successful trading strategy. Use raw data to cook up the perfect strategy for you. You’re the chef in this kitchen.
- Data API
Gain access to proprietary data, including forecasts, implied summarizations, and historical volatility readings.
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- Historical Data from 2007 to Present
With over a decade of data for more than 4500 symbols, you can develop a customized trading strategy that works for you.
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Get a more comprehensive and sophisticated view of the dividend data you need.
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Jump ahead of the market with a robust look at implied earnings.
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The ORATS Wheel suite offers end-to-end strategy development, from backtesting to implementation. Create and maintain a Systematic Rule Based strategy with returnsin line with your investment objectives
- Backtest, scan & execute
ORATS offers a completely integrated trading tool. Test your strategy on options back to 2007. Scan on real-time data using the same calculations.
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- Easy & Powerful Backtester
Set up a test in seconds. Get the results from 12 years of data in minutes. Utilize advanced trading concepts like integrated technical indicators, custom ratios of volatility tiggers, exit rules, and combining strategies for unlimited flexibility.
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- Results Statistics
Important metrics including Sharpe ratio, volatility of returns, win/loss%, max yearly loss, max drawdown, monthly returns and all trades ready for download to CSV.
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- Scanner Integration
When you are happy that you have found the right strategy for you, press 'Scan' and see the results in the current market.
Learn more about scanner integration