How to backtest pre-earnings strategys

[Tamas 36]

Hi everyone,

I'm new member on this site, sorry for my poor English. 

First of all I would like to congratulations to this site, I read a lot of usefull articles. I'm very interested in pre-earnings strategys like straddle, hedged straddle, RIC, calendars. 

I would like to backtest those strategys. I think there are two ways to test it:

- Manual testing with ONE or other option backtest software

- Develop a little application and test strategys automaticly with this application. What do you think is it possible?

Where can I find historical earnings date and option data to test those strategys?

Can you give me advices for backtesting?

Thank you for your help

[cuegis 683]

3 hours ago, Tamas said:

Hi everyone,

I'm new member on this site, sorry for my poor English. 

First of all I would like to congratulations to this site, I read a lot of usefull articles. I'm very interested in pre-earnings strategys like straddle, hedged straddle, RIC, calendars. 

I would like to backtest those strategys. I think there are two ways to test it:

- Manual testing with ONE or other option backtest software

- Develop a little application and test strategys automaticly with this application. What do you think is it possible?

Where can I find historical earnings date and option data to test those strategys?

Can you give me advices for backtesting?

Thank you for your help

If you are looking for some of the best options data available, ivolatilty.com is a great source.

SO has a relationship with , but not for the purchase of pure data...we have access to some of their other scanning tools.

But, give them a look.

[Kim 8,035]

We also have some proprietary tools developed by our members:

volatilityhq.com Official Thread
More tools to analyze the earnings trades: www.art-of.trading 

[Tamas 36]

Thank you I will check it