📄️ Delta Hedging
To show how Delta Hedging can be done with MesoSim, let’s consider a structure consisting of two legs (separate option contracts):
📄️ Enter on Down or Up Day
Filtering when to enter is possible with the Entry.Conditions field.
📄️ Choose a Leg certain points away
Updated for v3 · Migration Guide
📄️ Set Qty Dynamically
As the account size grows by incurring profits during trading it is useful to adjust the position sizing based on the
📄️ Use Indicators
Removed in v3 · Migration Guide
📄️ Add Comments to the Job
The Strategy Definition uses JSON as a data interchange format.
📄️ Add Randomness to Entries
Once a Strategy is built, it makes sense to test its robustness.
📄️ Export to OptionNet Explorer
One key feature of MesoSim is its ability to export to OptionNet Explorer.
📄️ Have multiple position in flight
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’
📄️ Enter in a High-IV environment
MesoSim exposes IV Rank and IV Pct variables via the ScriptEngine.
📄️ Share External Data
Updated for v3
📄️ Use External Data
Updated for v3
📄️ Finding spreads
Updated for v3