Overview
MesoSim Service
MesoSim is a specialized option strategy backtesting service that enables traders to design, test, and optimize complex multi-leg options strategies using a low-code approach. It provides high-performance backtesting with 5-minute resolution historical options data, allowing for thorough strategy validation before deployment to live markets.
The service features a domain-specific language (DSL) specifically designed for options trading, offering:
- Precise leg selection based on Greeks, IV, prices, or custom criteria
- Algorithmic entry, exit, and adjustment logic
- Comprehensive performance analytics and risk metrics
- Seamless export to third-party tools and direct deployment to live trading
The full documentation of the service is available in the MesoSim Documentation site
Start backtesting with AI Researcher
For FundPro, AI Researcher is the recommended starting point. Connect your workspace, select a strategy, and run your first backtest. AI Researcher uses the MesoSim plugin to submit runs and retrieve their results.
The MesoSim portal and Backtest API remain available for inspecting runs and building custom integrations.
Key Features
- Multi-leg Strategy Backtesting: Test complex options strategies across indices (SPX, RUT, VIX) and cryptocurrencies (BTC, ETH)
- Low-Code Implementation: Define strategies using a specialized domain language optimized for options trading
- High-Resolution Data: Access 5-minute resolution options data spanning multiple years (SPX from 2005, RUT from 2012, Crypto from 2019)
- Advanced Execution Modeling: Two order fill models with customizable slippage parameters
- Comprehensive Analytics: Risk metrics, NAV visualization, Greeks analysis, and full QuantStats tearsheets
- Campaign Mode: Test strategies with multiple concurrent positions
- Volatility Indicators: Historical and implied volatility metrics, IV rank and percentile
- Integration Capabilities: Export to OptionNet Explorer and deploy to MesoLive for live trading