VOL. XCIV, NO. 247
★ A CURATED DIRECTORY OF FINANCIAL TOOLS AND RESOURCES ★
PRICE: 0 CENTS
Friday, December 26, 2025
MesoSim
Options strategy backtesting SaaS with low-code strategy definitions, observability (events log), risk graphs/Greeks, margin reporting, an options valuation model/solver, and an implied-volatility surface viewer. Plan gating: Free includes 25 runs; Standard ($1000/yr) unlocks unlimited SPX + BTCUSD/ETHUSD options backtests plus sharing/exports and 1 MesoLive paper-trading account; Advanced ($1250/yr) adds RUT/VIX/GLD, margin models, vol surface/HD risk graphs, and hourly risk traces (plus up to 2 paper accounts). Live trade execution is a paid MesoLive add-on; API access is FundPro-only.
Community votes (overall)
Key features
- Advanced options strategy backtesting service built around a low-code workflow.
- Strategy Definition schema supports multi-leg structures plus entry/exit/adjustments and simulator controls (fill model, commissions/slippage, margin, position monitoring).
- TradFi instruments documented for simulation: SPX (data from 2010), RUT/VIX (data from 2012), and GLD (data from 2012), with index vs equity option modeling notes.
- Published data availability + vendors and resolution (5-minute): SPX/RUT/VIX/GLD sourced from Cboe Global Markets; BTCUSD/ETHUSD (and historical SOLUSD) sourced from Deribit.
- Position Monitor provides 2D/3D risk graphs, PnL, and Greeks, with trace collection intervals (Off/Daily/Hourly).
- Volatility Surface viewer to explore implied-vol surfaces with overlays (e.g., open interest, volume, bid-ask spread, Greeks) and playback at 5-minute resolution (non-crypto in current version).
- Black-Scholes-Merton options valuation functions + solver to project future greeks/PnL and find roots/min/max for use inside strategy logic.
- Margin reporting: per-position and account-level margin tracking and summary stats when enabled.
- Event Log (blotter) export: downloadable JSON (compressed zip) for custom post-processing/analytics.
- Sharing controls: runs are private by default; enabling sharing lets authenticated users with the URL view details and clone the run.
- Built-in Strategy Library with ready-to-run templates (includes multi-leg structures such as vertical spreads and iron condors).
- AI helpers: GPT-5 ChatGPT agent trained on MesoSim docs/examples + AI-enabled search in portal/docs; additional automation is referenced for FundPro customers.
- FundPro-only API access (docs) with a published Backtest API OpenAPI spec; bearer token auth is shown in the spec.
- Backtest preferences UI exposes fill models (Mid vs Bid/Ask), margin model options (None/RegT/PMLike), and trace collection interval settings.
Data partners
Options data vendor for SPX/RUT/VIX/GLD (per Service Status).
Crypto options data vendor for BTCUSD/ETHUSD (per Service Status).
FAQ
Is MesoSim free?
Not entirely. MesoSim includes a free tier, but its paid subscription options unlock more capacity. Visit the vendor site for current limits and pricing. Enterprise quotes are handled directly with the vendor.
Who is MesoSim best for?
MesoSim is built for Pro Retail, Algo Traders, Day Traders, Swing Traders, Quants/Developers, and Institutional Investors. It suits intermediate and advanced users.
What platforms and connections does MesoSim support?
You can use MesoSim on Web. MesoSim offers an API (REST) with APIKey authentication. Integrations include MesoLive.
Which markets does MesoSim cover?
MesoSim covers North America. It tracks Options and Cryptos. Identifiers include Ticker.
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Information
About Me
Hey! Thanks for stopping by. I'm an independent investor with a soft spot for coding and the stock market - especially value investing (as you can probably tell from the tools I've collected here, haha). Hopefully you'll find something useful or interesting along the way.
Find me here:
- Twitter / X: @Jera_Value
- Substack: Jera Value
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