This webinar is designed to take your options strategy development to the next level by focusing on three powerful yet underutilized aspects of algo trading: expired contracts data, backtesting, and parameter optimization.

You will learn:

• How to access and structure expired options data 

• Build and backtest strategies like using historical data

• Analyze strategy performance across multiple expiry cycles and market conditions

• How to fine-tune your strategy parameters like strike selection, entry time, exit rules, and stop-loss to improve risk-adjusted returns