Options Strategy Research
MesoSim is an AI-assisted options backtesting platform built for Volatility Traders.
Develop complex multi-leg strategies with adjustments, backtest it on high-resolution data.
Model risk and trade the strategies live using MesoLive.
Start with MesoSim
Build with AI and templates, validate with analytics, and deploy to MesoLive when you are ready.
Elevate your research
2D/3D risk graphs, DataVoyager analytics, event-level exports, and direct portability to live trading.
Why MesoSim
Built for options traders who care about speed, flexibility, and credible research quality.
AI-assisted development
Use the MesoSim AI Assistant to draft, debug, and iterate strategy definitions faster. Watch the demonstration here.
Unparalleled flexibility
Model real trade management with Adjustments, Marker Legs, and the Options Valuation Model, powered by Lua expressions in every field.
Intraday options data
5-minute options data for SPX, RUT, VIX, GLD, BTCUSD and ETHUSD with exchange-aware timing, settlement logic, and holiday/weekend handling.
Accurate risk graphs
BQL (our QuantLib extension) powers risk graphs and Greeks with HD mode for short-dated options, business-day calendars, and risk-free rate modeling. See Position Monitor.
Data Analytics
Built-in Analytics using DataVoyager lets you visualize Greeks, custom variables, and alpha signals without leaving the portal. Learn more in this product writeup.
Export-ready results
Export event logs for post-processing and export runs to OptionNet Explorer.
Extensive strategy library
Start from built-in templates and deepen ideas with blog strategy posts.
Same strategy in MesoLive
Research in MesoSim, then trade the exact same strategy logic in MesoLive.
Campaign mode + concurrency
Run multiple positions in flight with fine-grained concurrency controls for realistic portfolio behavior.
Execution realism
Fill models, slippage, and commission modeling let you pressure-test ideas under practical execution assumptions.
Volatility surface analytics
Analyze IV term structure, smile behavior, and liquidity overlays using the volatility surface viewer.
FundPro acceleration
For scale and automation, FundPro unlocks API-heavy workflows across research and live operations.
How it works
A focused workflow from idea to validated strategy to live deployment.
Start with AI and templates
Kickstart strategy development quickly.Encode full lifecycle logic
Entry, adjustment, exit, and valuation in one DSL.Validate with credible analytics
Stress test assumptions with detailed evidence.Deploy to MesoLive and scale
Take research to production with continuity.Start with AI and templates
Use AI-assisted development plus ready-to-run templates from the strategy library as your starting point.
AI assistant helps draft and troubleshoot strategy definitions
Template library covers income, directional, calendar, and feature demos
Blog strategy posts provide practical patterns and context
Quality you can trust
Build confidence with transparent modeling, clear analytics, and a clean path to live execution.
Accuracy-first risk modeling
Position Monitor combines pricing model rigor, business-calendar handling, and risk-free rate logic for trustworthy scenario analysis.
Auditable and reproducible
Exported blotter events and linked trade exports make post-processing and verification straightforward.
Battle-tested templates
Strategy library templates and public strategy writeups help you stand on proven foundations.
From research to production
Move from MesoSim validation to MesoLive execution, and extend automation capabilities with FundPro.
FAQ
Quick answers before you start researching.