MesoSim v2.13 and MesoLive v1.1 introduce three key enhancements for quantitative options research and execution:
GLD ETF options, 3D volatility surface visualization, and unrestricted paper trading.
Today we are releasing Merlin v1.4 and Q-API v1.4, introducing significant enhancements in our machine-learning-based strategy-optimization toolkit.
These additions address recurring challenges in options-trading research: non-linear relationships, feature redundancy, and scale differences—that can degrade model performance.
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.