I'm running DeltaRay / MesoSim, the advanced option backtesting service: https://portal.deltaray.io https://portal.deltaray.io My decade long journey of tradin

I'm running DeltaRay / MesoSim, the advanced option backtesting service: https://portal.deltaray.io https://portal.deltaray.io My decade long journey of trading: Beginning of my career at IBM I was doing processor and system simulations (Cell, PowerPC). We developed a simulation method there, which was published as: "Mesoscale Performance Simulations of MultiCore Processor Systems" Meanwhile in an other dimension my uncle tried his luck with trading, without much success. I realised that simulators and backtesters are related and that made me interested trying out trading algos. Learned about StatArb from Ernie Chan's books, created my own version (now open source at https://github.com/tibkiss/huba-v1 https://github.com/tibkiss/huba-v1) and slowly started trading it. It didn't win or lose much either. Later, I found Quantopian and extended their engine to be able to trade live, on-prem (https://zipline-live.net https://zipline-live.net). Ported my StatArb to zipline-live, still limited succes. Finally moved to QuantConnect, similar result. Tried other algos (mean reversion, momentum), which seemed to work better (in bull market). Started my sabbatical in 2020 to focus on trading and to learn more about statistics and options. I found that premium of options (theta decay) can be successfully extracted via income strategies. The tricky part there is to not to kill yourself with leverage and learn to hedge your position. Learned that majority of the folks are using manual backtesting using a Windows based software, what I also tried. I realized that backtesting one year manually takes approximately 1 hour. Very useful, but super time consuming. I decided to create a purpose built descriptor for Options Trading to expedite the process. Bought options data, implemented the backtester using similar approach what we used at processor and cloud simulations: Model what's really important and use good enough approximations for the rest. MesoSim was (re)born. Shared the Service with groups of similar interest, they found it useful to expedite their options trading process. In the last 6 months had a couple of thousand visitors and a solid set of paying customers now. Went on and started creating content, here is one trade as an example: https://blog.deltaray.io/boxcar-ng-an-optimized-boxcar https://blog.deltaray.io/boxcar-ng-an-optimized-boxcar