Backtesting
Monday, August 26th 2019
Conferences, Investor Days, and Events in Backtests
Corporate events like investor days and conference presentations are available to drive simulated trading in the ORATS Backtester.
Summary
ORATS Backtester allows users to test trading strategies around corporate events like conferences and investor days. Users can enter and exit trades a defined number of days before or after the event. Conference and event dates are provided by Wall Street Horizon for a fee.
Conferences and Investor Days are available in the ORATS Backtester to test how strategies do around these events. Using the backtester, you can drive trading by entering and exiting a defined number of days around these events.
Here's how to use the feature:
- Choose a backtest like you would normally. For example, you can use ShortPutSpread or LongStock. https://blog.orats.com/backtest-basics-edit-a-backtest
- Select Entry Date Triggers and in the Type dropdown select 'confevents'. You can select to enter the trades before or after the event and by how many days.
- Select Exit Date Triggers and in the Type dropdown select 'confevents'. You can select to exit the trades before or after the event and by how many days.
Conference and events dates are provided by our partner Wall Street Horizon and are available for download of the raw file for a fee.
More reading HERE
Disclaimer:
The opinions and ideas presented herein are for informational and educational purposes only and should not be construed to represent trading or investment advice tailored to your investment objectives. You should not rely solely on any content herein and we strongly encourage you to discuss any trades or investments with your broker or investment adviser, prior to execution. None of the information contained herein constitutes a recommendation that any particular security, portfolio, transaction, or investment strategy is suitable for any specific person. Option trading and investing involves risk and is not suitable for all investors.
All opinions are based upon information and systems considered reliable, but we do not warrant the completeness or accuracy, and such information should not be relied upon as such. We are under no obligation to update or correct any information herein. All statements and opinions are subject to change without notice.
Past performance is not indicative of future results. We do not, will not and cannot guarantee any specific outcome or profit. All traders and investors must be aware of the real risk of loss in following any strategy or investment discussed herein.
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Day trading, short term trading, options trading, and futures trading are extremely risky undertakings. They generally are not appropriate for someone with limited capital, little or no trading experience, and/ or a low tolerance for risk. Never execute a trade unless you can afford to and are prepared to lose your entire investment. In addition, certain trades may result in a loss greater than your entire investment. Always perform your own due diligence and, as appropriate, make informed decisions with the help of a licensed financial professional.
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Be sure to read the OCCs Characteristics and Risks of Standardized Options to learn more about options trading.
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