Hello,
I quit my engineering job in 2021 to fully focus on trading.
After a year of limited success with stocks (algos floating around break-even) I started studying Options.
It turned out that selling options (risk premia harvesting) is a sound approach for income generation.
Back in the day there were no suitable automated backtesters to effectively study these trades, so I built one:
I infused JSON with Lua to create a Job Definition which models how Options Traders build, adjust and hedge their positions.
Fast forward to today, many retail traders and small hedge funds are using MesoSim on a daily basis.
They executed over 120k backtests with strategies frequently reaching (and exceeding) Sharpe Ratio of 3.
You can also try it after a free signup
I'm doing my best to provide educational material via blog posts on public income trades, such as:
- The weekend effect: https://blog.deltaray.io/the-weekend-effect
- Volatility Hedged Theta Engine: https://blog.deltaray.io/volatility-hedged-theta-engine
- NetZero Trade: https://blog.deltaray.io/netzero-trade
- and more under our strategy library: https://github.com/deltaray-io/strategy-library
As of today the live part is running as a private beta and targeting to fix the annoyances around these complex instruments.
Tech details:
The solution is created using C# with Blazor as I prefer not to touch JS or TS.
When I started I knew very little about C#, and nothing about blazor and dotnet (I'm a linux person).
I have no regret choosing these technologies.
During the process I also fell in love with Lua, a language I'll definitely use in the future.
Please check it out and let me know what you think. Thanks for your kind feedback!
