BEST TRADING BACKTESTING SOFTWARE FUTURES SOFTWARE
Optimus Futures Futures Software and Order Routing Option Workshop Option Analysis Software ORATS Option Data & Backtesting Pitbase Futures & Options Trading Polygon. The one advantage with this home-brewed method, assuming the results do reflect the reality, is that backtest with 10-years of daily price data takes no more than 15 seconds. Trading Software & Brokerage NxCORE by NANEX Whole market data feeds. Not sure how usefully the backtest result could provide though, given all the baked in assumptions. I like this the least, but this example shows you that you can cook up a back-tester with not too much code. Implied Volatility The VIX ended Friday around 17.20, down from about 18 the prior week. With the SPY jaround 475 that is a range of about 470 to 480. This Week SPY options are pricing a 1 move (about 5 in either direction) for the upcoming week. Option prices are derived using Black-Scholes. Implied volatility was slightly lower to end the week. For language, you can code in either C# or Python. The backtest uses actual historical options data (I believe this would be minute level option data). QuantConnect: I believe this is still free.
I kinda like this the most (disregarding how far off this could be from the reality). TrendSpider supports data for stocks, ETFs, global currencies (Forex), digital assets (crypto), futures, indices, and more. CBOE's method: No code here, just a "white paper", thus you can code it with whatever language you desire. TrendSpider Automated Technical Analysis is the future of Trading Software: an all-in-one toolkit to help make investing more efficient by bringing enterprise-grade charting, scanning, backtesting, alerting to retail investors.Providing my 2 cents here, listing 3 free methods below: