Lookback: Introducing Options Backtesting by tastytrade
Lookback is now live and open to everyone—you just need a tastytrade account. Perform Option Analysis, Backtest using historical data, expected trade simulation and projection using the Black-Scholes algo, plus advanced greeks and risk analysis. Go to https://lookback.tastytrade.com/ to signup. Watch tutorial videos here.
Forecasted profit/loss graphic
Unique to lookback, we include a historical and forward-looking analysis. When combined with a trade, it is possible to show a profit and loss for any price and date between now and expiration for any position you are analyzing.
Backtest Data
Backtest any strategy with a near unlimited number of legs matching the delta of the legs of your simulated positions. Our database contains thousands of symbols with 10+ years of history. See win rate, total number of trades executed, average profit per trade and more.
Advanced Analysis
Backtest any strategy with a near unlimited number of legs matching the delta of the legs of your simulated positions. Our database contains 2,000 symbols with between 12-15 years of history. See win rate, total number of trades executed, average profit per trade and more.
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Cherry Picks is written in collaboration with Michael Rechenthin, PhD, Head of Research and Development at tastytrade; and James Blakeway, CEO of Quiet Foundation, a data science-driven subsidiary of tastytrade.
