Leaderboard

For comparison purpose (still beta features and hidden), https://www.volatilityhq.com/backtester/return_matrix/?symbol=VALE&start_date=2016-02-12&strategy_type=40DCall&submit=Run+backtest I don't select the same expiration (i select the expiration just after the earning date for the moment).

I've added some changes : In the straddle RV charts : 1. there is a warning when weekly options were recently introduced. 2. There is the number of weeks between the earning date and the expiry date in the legends. 3. An option to force to use only monthly options for the long straddle legs In the calendar RV charts : 1. there is a warning when weekly options were recently introduced. 2. There is the number of weeks between the earning date and the expiry date in the legends. 3. There is the number of weeks between the short and long leg of the calendar. 4. An option to force to use only monthly options both for the short and long legs, in that case the nbweeks selection has no effect as i will select the first monthly after earning for the short leg, and the following monthly for the long leg.