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Service Level Agreements

Deltaray Research is committed to providing reliable, high-performance quantitative analysis tools for clients. Our Service Level Agreements (SLAs) ensure you receive consistent, dependable service.

Service Commitments​

Availability​

Performance​

  • Backtest Throughput:
    • Guaranteed: 50,000 backtests per day
    • Indicative: 100,000 backtests per day

Provisioning Times​

  • Frontend Node: Within 1 business day
  • Backend Nodes: Within 5 business days
  • New CBOE Data Source: Within 3 business days

Support​

  • Ticket Response: Within 1 business day of submission

Performance Benchmark Details​

Our performance guarantees are based on standardized benchmark testing using the following specifications:

Benchmark Definition​

  • Strategy Template: SPX-Strangle-Adjusting with randomized expiration and strike selection
  • Backtest Period: January 1, 2021 to December 31, 2023 (3 years)

Benchmark Configuration​

  • Risk Capture: Enabled
  • Tearsheet Generation: Enabled
  • External CSV Export: Disabled
  • Margin Calculations: Disabled
SPX-Strangle-Adjusting PERF Test Job
{
  "Name": "generate",
  "StrategyName": "[PERF-Strangle-Adjusting]",
  "Description": "",
  "Start": "2021-01-02T00:00:00",
  "End": "2023-12-31T00:00:00",
  "Cash": "10000.0000",
  "Symbol": "SPX",
  "Structure": {
    "Name": "Short Strangle",
    "Expirations": [
      {
        "Name": "exp1",
        "DTE": "random(45, 190)",
        "Min": "45",
        "Max": "190",
        "Roots": null
      }
    ],
    "Legs": [
      {
        "Name": "short_call",
        "Qty": "-1",
        "ExpirationName": "exp1",
        "StrikeSelector": {
          "Min": "5",
          "Max": "15",
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": "random(5, 15)",
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": null,
          "Complex": null
        },
        "OptionType": "Call"
      },
      {
        "Name": "short_put",
        "Qty": "-1",
        "ExpirationName": "exp1",
        "StrikeSelector": {
          "Min": "5",
          "Max": "15",
          "BidPrice": null,
          "AskPrice": null,
          "MidPrice": null,
          "Delta": "-1 * leg_short_call_delta",
          "Gamma": null,
          "Theta": null,
          "Vega": null,
          "WVega": null,
          "Rho": null,
          "IV": null,
          "Statement": null,
          "Complex": null
        },
        "OptionType": "Put"
      }
    ]
  },
  "Entry": {
    "Schedule": {
      "AfterMarketOpenMinutes": null,
      "BeforeMarketCloseMinutes": "30",
      "Every": "day"
    },
    "Conditions": [],
    "VarDefines": {},
    "AbortConditions": [],
    "ReentryDays": "1",
    "Concurrency": null,
    "QtyMultiplier": null
  },
  "Adjustment": {
    "Schedule": {
      "AfterMarketOpenMinutes": null,
      "BeforeMarketCloseMinutes": "30",
      "Every": "day"
    },
    "ConditionalAdjustments": {
      "pos_delta > 5": {
        "MoveLegAdjustment": {
          "LegName": "short_call",
          "StrikeSelector": {
            "Min": null,
            "Max": null,
            "BidPrice": null,
            "AskPrice": null,
            "MidPrice": null,
            "Delta": "abs(pos_delta - leg_short_call_delta) / abs(leg_short_call_qty)",
            "Gamma": null,
            "Theta": null,
            "Vega": null,
            "WVega": null,
            "Rho": null,
            "IV": null,
            "Statement": null,
            "Complex": null
          },
          "ExpirationName": null,
          "Expirations": null,
          "VarDefines": null
        },
        "RemoveLegsAdjustment": null,
        "AddLegsAdjustment": null,
        "UpdateVarsAdjustment": null
      },
      "pos_delta < -5": {
        "MoveLegAdjustment": {
          "LegName": "short_put",
          "StrikeSelector": {
            "Min": null,
            "Max": null,
            "BidPrice": null,
            "AskPrice": null,
            "MidPrice": null,
            "Delta": "abs(pos_delta - leg_short_put_delta) / abs(leg_short_put_qty)",
            "Gamma": null,
            "Theta": null,
            "Vega": null,
            "WVega": null,
            "Rho": null,
            "IV": null,
            "Statement": null,
            "Complex": null
          },
          "ExpirationName": null,
          "Expirations": null,
          "VarDefines": null
        },
        "RemoveLegsAdjustment": null,
        "AddLegsAdjustment": null,
        "UpdateVarsAdjustment": null
      }
    },
    "MaxAdjustmentCount": "5"
  },
  "Exit": {
    "Schedule": {
      "AfterMarketOpenMinutes": null,
      "BeforeMarketCloseMinutes": "30",
      "Every": "day"
    },
    "MaxDaysInTrade": "90",
    "ProfitTarget": null,
    "StopLoss": null,
    "Conditions": [],
    "VarDefines": null
  },
  "Indicators": null,
  "ExternalData": null,
  "SimSettings": {
    "FillModel": "AtMidPrice",
    "SlippageAmt": "0",
    "Commission": {
      "CommissionModel": "FixedFee",
      "OptionFee": "1.5",
      "DeribitCommissionSettings": null
    },
    "LegSelectionConstraint": "None",
    "Margin": {
      "Model": "None",
      "HouseMultiplier": null,
      "RegTMode": "CBOEPermissive"
    }
  },
  "MesoSimVersion": "2.10.60-0-g995c747"
}

Measured Performance​

  • Requests per Second: 0.58
  • Maximum Jobs in Flight: 50
  • Jobs per Hour: 2,088