MesoSim Portal by deltaray

MesoSim + MesoLive

Options Strategy Research

MesoSim is an AI-assisted options backtesting platform built for Volatility Traders.
Develop complex multi-leg strategies in MesoSim, Codex, or Claude. Backtest on high-resolution data.
Model risk and trade the strategies live using MesoLive.

Elevate your research

2D/3D risk graphs, DataVoyager analytics, event-level exports, and direct portability to live trading.

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Start with MesoSim

Choose the renewal plan you want, continue in Stripe for the one-time $25 onboarding charge, and get immediate Advanced + MesoLive trial access. If you cancel later, you keep a limited free account.

SPX RUT VIX GLD

Elevate your research

2D/3D risk graphs, DataVoyager analytics, event-level exports, and direct portability to live trading.

AI Agent + API

Options research, right from Codex or Claude.

Develop strategies, run MesoSim backtests, and explore the results in a conversation. Your agent connects to the same backtesting engine through the MesoSim API.

AI Agent support and API access are included with the Advanced plan.

Develop a strategy

Describe your idea in Codex or Claude.

Backtest with MesoSim

Let your agent submit and monitor the run.

Review and refine

Inspect trades, compare results, and test the next idea.

Why MesoSim

Built for options traders who care about speed, flexibility, and credible research quality.

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AI-assisted development

Work with the Integrated MesoSim AI Assistant in JobEditor and on finished backtests. Or start with the free ChatGPT Hosted MesoSim AI Assistant. See the Getting Started guide.

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Unparalleled flexibility

Model real trade management with Adjustments, Marker Legs, and the Options Valuation Model, powered by Lua expressions. Manage multiple positions with campaign mode and concurrency controls.

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Intraday options data

5-minute options data for SPX, RUT, VIX, and GLD with exchange-aware timing, settlement logic, and holiday handling. Configure fills, slippage, and commissions to test your assumptions.

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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.

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Data Analytics

Visualize Greeks and custom variables with DataVoyager and export event logs for further analysis.

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Same strategy in MesoLive

Research in MesoSim, then trade the exact same strategy logic in MesoLive.

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Extensive strategy library

Start from built-in templates and deepen ideas with blog strategy posts.

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Volatility surface analytics

Analyze IV term structure, smile behavior, and liquidity overlays using the volatility surface viewer.

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FundPro acceleration

FundPro adds AI Researcher, greater throughput, and automation across research and live operations.

How it works

A focused workflow from idea to validated strategy to live deployment.

Start with AI or 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.

Step 1

Start with AI or templates

Start from a strategy template or develop your idea with AI. Work inside MesoSim, or connect Codex or Claude through the API on Advanced.

The ChatGPT Hosted MesoSim AI Assistant is available to anyone for free

The Integrated MesoSim AI Assistant is available after signup and can help inside JobEditor and on finished backtests

Template library covers income, directional, calendar, and feature demos

Quality you can trust

Build confidence with transparent modeling, clear analytics, and a clean path to live execution.

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Accuracy-first risk modeling

Position Monitor combines pricing model rigor, business-calendar handling, and risk-free rate logic for trustworthy scenario analysis.

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Auditable and reproducible

Exported blotter events and linked trade exports make post-processing and verification straightforward.

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Battle-tested templates

Strategy library templates and public strategy writeups help you stand on proven foundations.

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From research to production

Move from MesoSim validation to MesoLive execution, and extend automation capabilities with FundPro.

FAQ

Quick answers before you start researching.

keyboard_arrow_downcandlestick_chartWhat markets and data does MesoSim support?

MesoSim actively supports index and equity options (SPX, RUT, VIX, GLD).

Intraday backtests use 5-minute resolution options data for SPX, RUT, VIX, and GLD.
SPX data is available from 2010, and RUT/VIX/GLD data is available from 2012.
BTCUSD, ETHUSD, and SOLUSD are retained only as frozen legacy crypto options.

keyboard_arrow_downcodeDo I need to code?

No. MesoSim uses a low-code strategy definition format, with Lua expressions available when you need extra flexibility.
The ChatGPT Hosted MesoSim AI Assistant can help you get started and iterate faster. The ChatGPT-hosted assistant is available to everyone, while the more capable Integrated MesoSim AI Assistant is available after signup.

keyboard_arrow_downsettings_suggestHow realistic are fills, commissions, and margin?

keyboard_arrow_downupload_fileCan I export results to other tools?

keyboard_arrow_downinsightsCan I trade the same strategy live?

keyboard_arrow_downassistantDo I need Codex or Claude to use MesoSim?

keyboard_arrow_downcodeCan I use Codex, Claude, or the API?

Yes. The Advanced plan includes MesoSim API access. Connect Codex or Claude through the MesoSim plugin to develop strategies, run backtests, and analyze results, or use the API from your own tools. AI Agent support requires API access; Standard includes the Integrated MesoSim AI Assistant.

For AI Researcher, greater throughput, and automation across research and live operations, explore FundPro.

keyboard_arrow_downhelpWhere can I find documentation and support?