Examples

Research examples

Guide home | First walkthrough | Read the results

Complete the sample walkthrough first. Run these examples from the repository root with the environment active. Each command uses the same artifacts/tutorial directory.

Compare two structures

optiondesk strategy iron_condor --out-dir artifacts/tutorial
optiondesk strategy straddle --out-dir artifacts/tutorial
optiondesk compare --out-dir artifacts/tutorial

In the dashboard, select each structure and inspect its payoff and legs. Compare maximum loss, breakevens, net Greeks, and spread-cost estimates. A model ranking does not establish which structure suits a person or has a trading edge.

Compare two expiries

Import the second supplied sample:

optiondesk chain SYNTH --from-file examples/chain-synth-far.json --accept-data-rights --out-dir artifacts/tutorial
optiondesk greeks --snapshot artifacts/tutorial/chain_SYNTH_2026-11-07.json --out-dir artifacts/tutorial
optiondesk exposure --snapshot artifacts/tutorial/chain_SYNTH_2026-11-07.json --out-dir artifacts/tutorial

Build a calendar with explicit near and far snapshots:

optiondesk strategy calendar_spread --snapshot artifacts/tutorial/chain_SYNTH_2026-10-08.json --far-snapshot artifacts/tutorial/chain_SYNTH_2026-11-07.json --out-dir artifacts/tutorial
optiondesk compare --snapshot artifacts/tutorial/chain_SYNTH_2026-10-08.json --far-snapshot artifacts/tutorial/chain_SYNTH_2026-11-07.json --out-dir artifacts/tutorial

Select the near expiry in the dashboard. The surviving far leg uses a model value at the near expiry. Read the time-spread assumptions and scan boundaries beside the result.

Save charts for a report

Write the supplied sample as PNG charts:

optiondesk plots SYNTH --snapshot artifacts/tutorial/chain_SYNTH_2026-10-08.json --out-dir artifacts/tutorial

The command prints the output paths. Keep the source and model labels with any chart you share.

Open and mark a paper position

These commands change the local paper ledger. They place no brokerage order.

optiondesk forward open --plan artifacts/tutorial/strategy_SYNTH_iron_condor_2026-10-08.json --thesis "Synthetic walkthrough" --out-dir artifacts/tutorial
optiondesk forward status --out-dir artifacts/tutorial
optiondesk forward mark --out-dir artifacts/tutorial

Save the position ID from the open result. A mark against the same sample chain demonstrates the workflow only. A useful forward test needs a later independent snapshot.

To close the paper record, replace POSITION_ID and the example settlement value:

optiondesk forward close --id POSITION_ID --price 100 --out-dir artifacts/tutorial

--price is the underlying settlement price for this action. Use a synthetic value only for a synthetic paper exercise.

Simulate a real underlying locally

This workflow needs permitted underlying price history and an enabled provider. The chain sample cannot supply that history.

After local provider setup, run:

optiondesk simulate SPY --horizon 30 --out-dir artifacts/research

Read converged, R-hat, effective sample size, and degradation before quoting the fan or tail estimates. Saved plans in that directory can receive simulated payoff distributions.

Backtest a structure locally

With the same provider access, run:

optiondesk backtest SPY iron_condor --holding-days 30 --entry-every 5 --period 5y --out-dir artifacts/research

Read the benchmark, cost omissions, overlapping-window treatment, and uncertainty measures with the result. The backtest uses historical underlying closes and modeled option premiums. It does not reconstruct historical option-chain fills.

Refresh a complete provider demo

./run.sh --symbols SPY --no-open

The runner writes to its demo directory and serves its dashboard. Use ./run.sh --help for directory, expiry-window, and stage controls. Read Installation for the provider acknowledgment.

Next: Read the dashboard or troubleshoot a result.