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
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%!
