DerivSpeak

Options backtesting made easy

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The DerivSpeak API allows you to express Options strategies easily

Just a few lines of code can run a backtest against gigabytes of historical data! DerivSpeak integrates with and enhances your existing quantitative, technical, or fundamental strategy. Imagine being able to use Options in your backtest just as easily as one would use stocks and ETFs!

An Example

# (R Code)
# What if we just sold an AAPL Straddle every Week?
aapl_straddles = CreateCombo("Sell AAPL Straddle, Weekly Expiry, Entry the Friday before Expiry")
aapl_pnl = GetPnL(aapl_straddles)
plot(aapl_pnl)

Products & Services


Strategy Exploration

Use our extensive experience in developing trading strategies to explore new ideas or help hedge an existing strategy.

For example, a volatility trading overlay can enhance the Calmar ratio of many a plain Equity strategy.

Bespoke Tools

We develop custom trading software for clients who need engineers with both technology & domain expertise


Contact us at hello@derivspeak.com to get started