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Tuesday, October 4, 2022

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Recent member discussions

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Paper Portfolio

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 Clinton Tepper, CFA, Associate at Morgan Stanley Alternative Investment Partners

 Thursday, June 19, 2014

Can anyone recommend a good platform for derivatives paper portfolio simulation? I've already done most of the backtesting manually using raw data from WRDS. APIs/decent scripting is a plus. I'm particularly looking for something that is conservative/realistic around execution costs on options orders (I had some issues with NinjaTrader in this regard). Doesn't need to be free / without a minimum account, but I'm not looking to pay professional rates either. Thanks for your help!


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5 comments on article "Paper Portfolio"

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 Joe Leonard, Trader at Cambridge Investment Research, Inc.

 Friday, June 27, 2014



Optionshouse. Realistic market execution, real bid/ask and is dependent on volume.


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 Martin Rimes, Owner and Trader at Hit the Mark Trading, LLC

 Saturday, June 28, 2014



Just remember simulated trades will not show exact representation of a live trading account since the simulated trades based on mathematical formula. In simulated trading you are filled faster at the "mid" many times than a real trading account where the bid/ask spread is wide. Example...BWLD or BIIB. If you are simulating SPY or any bid/ask with a couple of cent spread results should be equal. I use ThinkorSwim and have used IB. Both are very good.


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 tom mcginnis, Economist

 Saturday, June 28, 2014



"IB Student Trading Lab"

Violeta Petrova

Manager, Web Content and Marketing Programs

Interactive Brokers

My understanding is that IB is already "at" Yale.

Their API, though widely hated, is also widely loved, and covers C+ and Java.

Give my best to Toad's Place.....


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 Dan Maguire, Securities trading software project manager

 Saturday, June 28, 2014



tradeMONSTER offers a full featured paper trading platform for equities, options and futures. They also have an XML API with a large number of services. You will need to have a funded account to use the API and get realtime market data for paper trading.


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 Charlie Awde, Trading Floor Coordinator at Allen H. Gould Trading Floor

 Saturday, June 28, 2014



Use Live Vol Core, it's worth the $79/ month for option analysis, and use the TD paper trading account for analyzing stocks technically and to paper trade.

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TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
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