Script Engine
Updated for v3 · Migration Guide
Position Monitor
The Backtest Position Monitor can display 2D and 3D Risk Graphs, Profit and Loss (PnL), and Greeks for each position within a specific backtest. To offer a market perspective, it also shows the underlying and VIX prices throughout the duration of the position.
Equity and Index Options Simulation
MesoSim simulates both equity and index options with high fidelity, while making certain practical simplifications to ensure efficient backtesting.
Crypto Simulation
MesoSim supports backtesting Options Trading strategies on Crypto instruments.
Strategy Library
New in v3
Margin Report
Updated for v3 · Migration Guide
Events Viewer
The Events Tab was explicitly designed to provide in-depth observability.
Event Log Export
MesoSim records its key execution steps in the Event Log stream, known as Blotter Events. The events recorded in Blotter are visible on the Backtest Details page under the ‘Events’ tab:
Sharing of Results
Your backtest results are visible only to you by default. If you wish to share a particular run with someone, click on the Share radio button to enable sharing:
Marker Legs
New in v3
Volatility Surface
New in v3
Implied and Historical Volatility
The simulator provides key volatility metrics related to the underlying for every simulation run. These volatility metrics are accessible via the following variables:
Options Valuation Model
New in v3
Timing Module
New in v3
Preferences
Updated for v3
Service Status
To obtain up-to-date information on data availability, open issues, and roadmap, please refer to the Service Status page:
API Access
API Access is provided via the FundPro Offering.
v2 to v3 Migration
New in v3