Our goal has always been to help traders and researchers build better strategies.

Over the past year, we’ve invested heavily in expanding our data coverage, improving backtesting functionality and speed, enabling AI‑driven research, and adding new brokers to MesoLive. These enhancements directly translate into better research outcomes for our users.

To sustain the pace of innovation, we’re adjusting our pricing on 8 December, 2025.

MesoSim v3.0 is the most significant update to our simulator since its launch.

It introduces two major modules — the Options Valuation Model and the Timing Module—alongside numerous enhancements for quantitative strategy development. The release also refines user experience with an integrated AI Agent and a Volatility Surface viewer, helping you iterate faster and build more accurate strategies.

This is an important milestone, please read on.

We’re excited to announce MesoLive v2.0, headlined by full TastyTrade brokerage support, enhanced Paper Trading capabilities, and stability/performance improvements across the stack.

Reproducibility is the cornerstone of credible quantitative research. In both academic papers and proprietary trading strategy development, results mean little if others cannot replicate them. Yet in quantitative finance, reproducibility remains challenging due to proprietary data, complex methodologies, and now, increasingly autonomous AI agents.

Exploring alternative assets like GLD ETF options enhances portfolio diversification by tapping into distinct volatility profiles and correlation patterns, especially beneficial during volatile market environments.

In this post, we examine a simple, yet effective Put-Write strategy applied to GLD ETF Options, demonstrating how precious metals can serve as source of options income.