We are a financial and securities firm. We are building an options trading model and need to test that model using historical options pricing. We have 3 years' of historical data on all Options relating to a specific stock index. We are seeking someone to build an Excel-based trade back-testing program. The Purpose of the Program is to simulate a series of daily trades (option credit spreads), whereby, on a daily basis, 4 credit spreads are initiated each trading day: 1 Weekly Put Spread, 1 Weekly Call Spread, 1 Monthly Put Spread and 1 Monthly Call Spread.
Key components of the program, or VBA Macro will be in-sheet calculations (relatively simple), pulling price data (each day's pricing for every Option resides in a separate CSV workbook (single sheet) and will need to be ‘pulled’ into the main workbook from a separate file) and V-lookup type functions based on data already contained in the main workbook. For the specific Options that our model identifies (each Option is identified by Option type (Call or Put), Expiration date and Strike Price) we need to pull the daily Option prices for a handful of consecutive dates. This is made more difficult because each CSV file (each day's file) is 7000 rows and each contains only 6 or 7 relevant rows out of 7000. The macro or script will need to look at the Analysis sheet to identify the expiration and Strike price and then go to the relevant CSV file(s) and find the right row etc. If your bid is of interest we will provide a written document containing more detailed specs, a sample output sheet, a template for the Main Workbook and a sample CSV or ZIP file containing one day’s prices. We need this done within 2 to 3 days of awarding the project – so if you are too busy, please do not bid. We plan to award this project within 24 hours of posting. This project is an UPDATED version of an earlier posting (the earlier posting was cancelled). PLEASE DO NOT RE-POST THIS PROJECT.
30 pekerja bebas membida secara purata $263 untuk pekerjaan ini
Hello, my name is Cristian, I have a degree in Business and work with excel every day. I have much experience with spreadsheets, formulas, models and macros. Check my reviews. Best regards
hello. how are you? i am expert of Microsoft Excel, excel VBA and data analyst. i have many years of experience on like these job. i can satisfy every thing what you want in short time. best regard.