To create an options portfolio, click on the Strategies Button in the menu ribbon
Click on the Add New Option Model Button:
This will bring up the parameters to run a backtest of the portfolio. Add the model portfolio via this csv base_model_template.csv and clicking in the file box.
At present, PLASMA does not support ADRs due to data limitations. We will support ADRs in the near future. Ask your Partner Success Manager for more details.
Enter the backtest parameters for your portfolio and click next
Upon clicking next, PLASMA will run a backtest for your equity portfolio. Click Add Option Model to continue.
On the Create Option Strategy page, configure the parameters of your option model. At present, PLASMA only supports Covered Call Writing. Choose the Tenors, Strikes, and Coverage you would like to backtest.
Note the liquidity findings at the bottom of this page. This indicates whether there is liquidity in the potential options.
Click Design Option Model to Continue
PLASMA will run a backtest of each of the combination of tenors, strikes, and coverage selected and present the results in the following screen.
The options presented are the optimal tenor, strike and coverage for the optimization objective selected . Click on the plus next to each ticker to reveal other options that were considered in the back test:
Select the option you would like to use in the option model, and once you've selected the rules for each underlier, click on Backtest Option Model
The next screen will show the results of the backtest with the selected options.
Enter a name for the Option Model:
and click Save Option Model
Upon saving, PLASMA will display the new option model.
Please reach out to your partner success manager, chat with us via the support bubble in the bottom right corner of your UI, or send an email to [email protected] with any questions or feedback.