| 主权项 |
1. A computer-implemented method for back-testing strategies over customizable preset date ranges in an options portfolio, the method comprising:
configuring a set of stress tests, comprising:
identifying a plurality of assets in an options portfolio, and an option chain for each asset from a user,selecting a date range received from the user for each of the set of stress tests, andassigning a market strategy received from the user for each of the stress tests; obtaining historical price charts for the plurality of assets in the options portfolio, each historical price chart comprising real price data in accordance with the date range; generating P&L (profit and loss) graphs including a P&L graph for each stress test showing an amount of profit or loss over the date range configured by applying the option chain to the historical price chart; and outputting a display of the P&L graph corresponding to each of the stress tests for the options portfolio. |
