FAQ | MesoSim Docs

📄️ Delta Hedging

To show how Delta Hedging can be done with MesoSim, let’s consider a structure consisting of two legs (separate option contracts):

Filtering when to enter is possible with the Entry.Conditions field.

In option trading, it is common to define structures where legs are certain “points away” (which are dollar amounts added to the strike).

As the account size grows by incurring profits during trading it is useful to adjust the position sizing based on the

MesoSim has built-in indicator support, which can be used to trigger entries, adjustments, and exits.

The Job Definition uses JSON as a data interchange format.

Once a Strategy is built, it makes sense to test its robustness.

One key feature of MesoSim is its ability to export to OptionNet Explorer.

It's a common practice both for equity and options trading strategies to spread out the entry so that the chance that we go ‘all-in’

MesoSim exposes IV Rank and IV Pct variables via the ScriptEngine.

MesoSim allows users to use external data to enrich backtests.

Once you shared your data in Github Gist or Google Sheets it can be used in MesoSim.

MesoSim's incremental processing of legs enables the creation of positions that meet user-defined criteria, such as received credit,