QT402: Advanced Options Backtesting
Integrate concepts in QT201, QT301 to QT202 (Options Backtesting) for advanced tools in building trading systems.
DISCLAIMER
Volatility Targeting in an Options Backtesting Framework
Integrating Formulaic Alpha Parser for No-Code Options Backtesting
Some Visualisation Plots
Discussions: Monte Carlo Hypothesis Testing for Options, Bad Assumptions, Complexities and Simplifying Heuristics