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VolQuant LLC recently launched a new version of its options analysis platform, VolQuant. To celebrate the launch, the company is offering a free 10-day trial of its new release. VolQuant 3.1 is also being provided as a free upgrade to current users. Details about the new version and free trial can be found at https://VolQuant.com.
Version 3.1 expands upon the VolQuant platform to include interactive backtesting. Testing can now be immediately performed by users to determine the volatility captured when dynamically hedging delta-neutral positions. Various parameters can be selected to simulate a position and backtested to determine the best scalp or stop width for the selected period. User-defined settings include specific market periods, excluded day(s), constant or actual days-to-expiration, rolling to the at-the-money strike on each close, setting implied volatility to the market or user-defined, as well as the typical option pricing inputs. The results are shown in a customizable display containing selected aggregate and individual data.
“We receive a large amount of interest in our scalp/stop data and theta move-to-cover data used to further evaluate differences between underlying historical volatilities and implied volatility,” said Brian Reynolds, VolQuant Founder. “While VolQuant provides data for high and low captured volatilities for predefined periods, market makers and delta-neutral traders wanted to further drill down and customize the backtesting. Now users can backtest with user-defined values matching their current or potential positions,” continued Brian.
For more information on the free 10-day trial or the upgrade to version 3.1, please contact VolQuant.
About VolQuant
VolQuant LLC is the creator of the options analysis platform VolQuant 3.1. This software was born out of the necessity to create a user-friendly solution for options traders regardless of their comfort with technology. The application and data service was created to easily identify and analyze opportunities in the options markets within an intuitive interface. Traders use VolQuant to search and analyze investments using quantitative data based on the implied volatility of options at the touch of a button.
Release ID: 465246