Trading Synthetic Options

Trading Synthetic Options

Absolutely original trading system and out of sample backtesting platform to perform trading synthetic options

Investment banks / Matlab / Out of Sample Test / Reports / Research / Risk Management / Trading system / Hedge Fund

The complete range of the new trading rigorous system creation. We went through the step of data connections, data filtering, creating a pre-filtering stages, robustness and out of sample testing of the developed idea.

We tested different scenarios of all the potential combinations using deterministic and stochastic binomial trees and identification of the successful patterns.

Written in Matlab and requires Bloomberg. This trading system can be used at any level of details. Require adjustments for your current needs. The system gives signals to trade options on the daily bases as well as an underlying. It is trading long/short equity using various options strategies; focus is major European liquid stocks; it uses a combination of macro/micro, technical and quantitative indicators.

Together with the trading systems we will give the complete toolbox to make a research and to perform the out of sample testing before go trading.


It has been used in practice in Geneva based fund of funds. We can adjust this system for you needs or completely recode the logic.

We as well provide such a service of teaching and leading your existing team on the project basis. Please contact us for further details.