PLASMA runs a simulation for each tenor, strike, and coverage ratio selected in the backtesting process. For example, if you select 4 tenors, 12 strikes, and 2 coverage ratios, PLASMA will test 120 different option combinations (4 tenors x 15 strikes x 2 coverage ratios.)
How detailed is the backtesting feature?
V
Written by Vivek Pai
Updated over 7 months ago