Talking Backtesting, Liquidity and More with ORATS

Download Options Insider Radio Interviews: Talking Backtesting, Liquidity and More with ORATS

Recorded live at the 2017 Options Industry Conference, Mark is joined by Matt Amberson, Principal and Founder of ORATS

They discuss:

  • His history in the options industry
  • Unique gamma scalping applications for each underlying
  • Is there a secret sauce to options backtesting?
  • Forward testing backtesting
  • Creating your own signals
  • Getting RIAs to use options in their portfolios
  • Getting past the gatekeepers
  • What are the biggest requests they receive for backtesting
  • Ongoing concentration of liquidity in just a few names
  • Does exchange fragmentation perpetuate the liquidity crisis?
  • Auctions: pro or con?