We’re excited to announce the launch of Deltaray FundPro, our comprehensive platform designed specifically for institutional clients conducting options trading research.

FundPro represents the next evolution of the MesoSim Institutional offering, expanding our capabilities beyond backtesting to cover the entire trading lifecycle.

Alpha is a quantifiable edge in systematic trading. A set of predictors that can be evaluated during entry and that have a statistically significant relationship to a position's terminal PnL can be considered alpha.

Vertical Spreads are directional options strategies that can be applied in different market conditions. In this post we are going to show four different ways to use MesoSim's Strike Selector to implement Credit and Debit spreads.

To advance education and foster scientific research in options trading strategies, Deltaray offers free 12-month licenses to degree-granting institutions worldwide.

This is part two of the MesoSim Advanced Patterns series, where we explore practical ways to improve your options trading simulations. Learn how to use 25pt strike multiples, track bid-ask spreads, set smarter entry and exit rules, and integrate external data for better results.