Selfcommit.dev VS Volatlas

Volatlas's answer:

It is the only options backtester sold as a one-time licence, and the only one that runs on market data the customer buys from their own vendor. Fills cross part of the spread and every contract pays commission by default, open positions are charged Reg T margin, and a parameter sweep runs up to 10,000 cells in parallel on the customer's own machine.

Volatlas's answer:

The subscription platforms rent the same job at $600 to $1,200 a year, price fills at the mid unless slippage is switched on, and test only the tickers on their list. Volatlas is $49 once, charges realistic fills and commission out of the box, tests any underlying the customer's data vendor sells, and keeps every downloaded chain on the customer's disk, where it keeps replaying after the data subscription lapses.

Volatlas's answer:

Retail options traders running mechanical strategies on index options. 0DTE and 1DTE credit spreads and iron condors at the fast end, strangles and the wheel at the slow end. They research in bursts between live-trading phases, work on a Mac, and prefer owning the tool and renting the data only while they research.

Volatlas's answer:

Traders in the options communities keep doing the same arithmetic in public. Hosted intraday backtesting cannot be cheap, because the vendor carries the data acquisition, the storage and the servers, and prices it all into a monthly seat. Volatlas is that arithmetic taken seriously. Move the compute and the data to the trader's own machine and the monthly seat disappears, leaving a one-time licence and a wholesale data bill the trader controls.

Volatlas's answer:

A Rust simulation engine parallelised with rayon, inside a Tauri shell with a React and TypeScript frontend. Market data is cached locally as Parquet, pulled from the customer's own Databento key or read from ThetaData's local Terminal over localhost.