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looking for historical data for back testing different options trading strategies


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looking for historical data for back testing different options trading strategies

  #11 (permalink)
 sbuck143 
Fort Worth, TX
 
Experience: Advanced
Platform: NinjaTrader, ToS
Trading: options
Posts: 2 since Jan 2012
Thanks Given: 1
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Thinkorswim has a historical End-of-day option price database that goes back roughly 7 or 8 yrs. They call it "thinkback". For the last 7 or 8 months, you can use their "On-demand" feature and it will allow you to go intraday and replay a day in real time, accelerated time or jump to a specific time of day. Very handy for shorter term strategies where EOD data doesn't capture adequate granularity.

The two main caveats is
  1. These particular features are only accessible through their desktop client.
  2. I think you might need a funded account in order to use these tools indefinitely. I am not positive on this though.
I absolutely loved ThinkOrSwim, and then TdAmeritrade exerted their takeover muscle last summer. Nearly everything that was great about it (commission matching, promotions, option level determinations) went away. But they still kept the platform alive thank god.

You won't find a better web-accessible charting package, anywhere. AND ITS FREE!

Happy Hunting,
Scott

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Last Updated on March 11, 2012


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