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24th Sep 2026 - Evening Session ( 07.00 pm - 08.00 pm IST)
A practical 1-hour training session on building and backtesting options trading strategies in Python using NautilusTrader.
What We Will Cover
1. Introduction to Options Backtesting
* What makes options backtesting different from equity backtesting
* Understanding option contracts, expiry, strike price and option type
* Challenges with historical options data
* Single-leg vs multi-leg option strategies
2. Understanding NautilusTrader
* What is NautilusTrader?
* Core architecture and components
* Instruments, orders, positions and strategies
* Backtesting engine overview
* How market data flows through the framework
3. Setting Up a Python Options Backtest
* Preparing historical options data
* Creating option instruments
* Loading data into NautilusTrader
* Configuring the backtesting engine
* Creating a basic strategy
4. Building a Single-Leg Options Strategy
Example:
Buy / Sell Call or Put based on a trading signal.
We will explore:
* Selecting the option contract
* Entry conditions
* Order execution
* Stop-loss and target
* Position management
* Trade results
5. Building a Multi-Leg Options Strategy
Example strategies could include:
* Straddle
* Strangle
* Vertical Spread
* Iron Condor
We will understand:
* Managing multiple option legs
* Entry synchronization
* Individual leg P&L
* Combined strategy P&L
* Strategy-level stop-loss and target
* Exiting multiple legs
6. Understanding Backtest Results
* Trade history
* P&L
* Win rate
* Drawdown
* Risk and return metrics
* Identifying problems in the strategy
Requirements
Participants should have:
* Python installed
* VS Code installed
* Basic understanding of Python
* Basic understanding of options trading
No advanced Python knowledge is required.
Objective
By the end of the session, participants should understand how an options backtesting system is structured and how Python and NautilusTrader can be used to implement both single-leg and multi-leg options strategies.
The focus will be on understanding the architecture and building the backtesting workflow rather than simply running a pre-built strategy.
Customer Support : +91 9535133445
Whatsapp : +91 9901867760
Support Timings : 9a.m - 6p.m IST
Comprehensive modules designed to take you from beginner to expert
Creator of OpenAlgo - OpenSource Algo Trading framework for Indian Traders. Building GenAI Applications. Telecom Engineer turned Full-time Derivative Trader. Trading the Markets Since 2006 onwards. Using Market Profile and Orderflow for more than a decade.
Expertise in Algo Solutions, Python, Amibroker AFL Coding and Tradingview Pinescript. Designed and published 100+ open source trading systems on various trading tools.
Everything you need to succeed in your learning journey
Learn live with top educators, chat with teachers and other attendees, and get your doubts cleared.
Our curriculum is designed by experts to make sure you get the best learning experience.
Interact and network with like-minded folks from various backgrounds in exclusive chat groups.
Stuck on something? Discuss it with your peers and the instructors in the inbuilt chat groups.
Flaunt your skills with course certificates. You can showcase the certificates on LinkedIn with a click.
Learn by doing with real coding examples, institutional grade analysis, and data-driven insights.
Hear what our students have to say about their learning experience
All our live sessions are recorded and available for watching the same day.
Depends on your subscription period. Generally, most of our flagship courses are valid for up to 1 year. However, one can extend the subscription up to 2 years depending upon their subscription period.
We generally use Amibroker 7.0 version for Amibroker AFL coding, NinjaTrader 8 + Bell TPO Tools for Market Profile and Order Flow tools. We don't do any personal software recommendation or broker recommendation as we are broker-neutral and vendor-neutral.
We don't offer refunds once the course is purchased. Kindly consider going through the preview videos, talk to the Marketcalls team, connect with us, and clarify your concerns before enrolling in the course.
Institutional-grade learnings and deeper insights, building curiosity in you, elevating your creativity, and making you understand complex concepts with simple terms.
Yes, we rely heavily on AI coding tools to code and even to analyze the markets.
You will get access to PDF presentations, course materials, source codes, and resources.
The community access is lifetime and will be available only to the users enrolled in flagship mentorship courses.
Our team is here to help! Connect with us for personalized assistance.
Join thousands of students who have transformed their skills with our comprehensive courses
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