MesoSim v2.0: Campaign Mode, Indicators, IV Rank and more
We are happy to announce that after three months of active development, MesoSim-2.0 is released on 18 September 2022. 🎉
During this period, there were over 6500 backtests executed by our users covering more than 47000 simulation years! 🙌
The new release includes the following features which our users most requested:
- Multiple positions in flight (aka Campaign mode)
- Built-in indicators
- IV Rank and Percentile
- Equity CSV Export
- Updated Documentation
- And numerous performance and usability enhancements
Pricing
This year in trading is a real differentiator for options trading: High- and smart beta strategies are equally suffering due to the lack of a bull market.
At the same time, theta harvesting strategies enable option sellers to collect premiums.
To remove the barrier to entry and make options backtesting (and therefore, trading) more accessible to everyone, we reduced our pricing to provide the most competitive one on the market:
- Monthly: $50
- Yearly: $420 (or $35 / month)
Our customers who signed up for a more expensive plan will also benefit from our pricing reduction. We'll contact you soon.
Features and performance
To provide a more accurate simulation of how options traders take their strategies live, we implemented a way to keep Multiple Positions in Flight (also known as Campaign Mode).
Some users use indicators and/or IV Rank and Percentile to fine-tune their entries and exits.
To provide means to do post-simulation analysis, we created the Equity CSV Export feature, which allows users to download the simulation equity over time as a CSV file for a given simulation run.
As the new features drastically increased the number of data points processed during a run, we took additional steps to increase our unparalleled execution speed further.
With aggressive and speculative caching, we managed to achieve super-linear speedup:
In campaign mode, the execution time for every position in flight is reduced by 20%!