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Backtesting Gamma Scalping

Charles Cottle, author of  Options Trading – The Hidden Reality, recently published a strategy on gamma scalping / dynamic hedging. He discusses using stock to dynamically adjust a position back to delta neutral as the position’s delta hits thresholds. We will show…
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Backtesting Short Butterflies

Jeff Augen, author of  The Volatility Edge in Options Trading, recently published a strategy on trading weekly short butterflies. He discusses the following strategies for trading weekly short butterflies: Sell an At-The-Money Butterfly on the Friday prior to expiration Close the trade at…
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Backtesting Iron Condors

Tasty Trade recently published a video episode on trading iron condors. In their episode, they recommended the following strategies for trading an Iron Condor: Sell the 16 delta call option & put option Buy the 5 delta call option &…
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Backtesting Of Call Options Strategies

In this lesson you will learn how to create and backtest trading strategies to buy call options when a stock hits oversold conditions. We will construct an options trading strategy that will purchase call options when the underlying stock is…
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Backtesting Of Put Options Strategies

In this lesson you will learn how to create and backtest trading strategies to sell put options when a stock hits oversold conditions. We will construct an options trading strategy that will sell put options when the underlying stock is…
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Backtesting Covered Calls

Tasty Trade recently published a video episode on trading covered calls. In their episode, they discussed the following strategies for trading a covered call: Sell a call option with 30 delta Waiting until expiration to roll to the next month. We…
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Backtesting Strangles

Tasty Trade recently published a video episode on trading strangles. In their episode, they recommended the following strategies for trading a  strangle: Sell the expiration closest to 45 days to expiration (DTE). Compare & contrast the following: Sell the 30…
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Backtesting Of Vertical Spreads Strategies

In this lesson you will learn how to create and backtest trading strategies to buy and sell Vertical Spreads based on technical indicators, such as the Moving Average Crossovers. We will construct an options trading strategy that will enter into a…