I'm looking for a freelancer to help backtest a short strangle options strategy. The backtesting will be done using historical data, and I'm open to suggestions on the platform (Python, R, or Matlab).
Key Requirements:
- Experience with options trading and strategies, particularly short strangles
- Proficiency in at least one of the mentioned platforms (Python, R, Matlab)
- Ability to source and integrate historical data for accurate backtesting
- Strong analytical skills to evaluate and present backtesting results
Ideal Skills:
- Background in finance or quantitative analysis
- Previous experience in developing and testing trading strategies
- Familiarity with options market dynamics and risk management
Looking forward to your proposals!
