Portal Deltaray

Project Overview

MesoSim is an advanced options backtesting tool developed in 2022 to streamline options trading strategy development. The project addresses the challenge of manual backtesting by providing a platform for quickly iterating and validating trading strategies across multiple markets, including SPX, BTCUSD, and ETHUSD options.

Key features:

• Enables rapid strategy development and validation
• Supports multiple options markets
• Helps traders better understand options trading mechanisms

The tool was created through personal learning experience, with the author using it to develop and test specific trading approaches like the “Boxcar” strategy. Example trade analyses are available on the project’s blog, demonstrating the tool’s practical application in options trading strategy refinement.