#last traded price


Perils of using the Last Traded Price (LTP)

You have created an excellent option strategy, and backtesting shows that it can be profitable. However, the strategy didn’t hold when you applied it in the real market. What could have gone wrong? Did you use the Last Traded Prices (LTP) in your backtest? Most option backtesting tools design trading strategies using the last traded […]

Founder, StockViz
01 Mar 2024