is there any ways to backtesting strategy of dispersion
can any ways to create automation excel instend of python for dispersion trading
Hi Hemang,
It is possible to do backtesting for dispersion.
We have done the backtesting of the dispersion strategy in Section 2, Unit 5 of Options Trading Advanced course.
You can do the same for your strategy, provided you have the data with you. Expired options data is difficult to find and you can look for NSE certified data vendors for the same.
Hope this helps!