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