
EXCEL VBA FILE FOR TRADING with feeds from bloomberg
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Description
Experience Level: Intermediate
Hello,
I have an excel option pricer which is not working anymore (it doesn t take the formulas from VBA code anymore and I dont know what to do next to solve- I can send it over to you to have a look if you want). Therefore I am thinking about building a new one.
I am looking for different things:
This pricer to solve for both single options or options strategies:
1- Implied volatility as well as reverting to premium if I enter the implied vol.
2- Greeks
I d also like it to source different datas which will be feeded from bloomberg such as:
implied vol based calculated from settlement prices to build a vol surface on a chart with all expiries which I can select or deselect from chart.
open interest and variations
I d also like a tool where if I enter some text will calculate the volatilities based on prices
ie text to be like CA H7 170 C vs 163.00, 5.8/6.3 and from the 5.8/6.3 calculate vol from the other parameters (product, expiry, strike and underlying price.the out put then will be CA H7 170 C vs 163.00, 5.8/6.3 equiv to 13.50/14.80 IV in a text form that way i can copy paste into chats to ppl. This bit will be for naked options, delta hedged options and options strategies.
I would like to know how much time you need to build such tool.
Thx
Julien
I have an excel option pricer which is not working anymore (it doesn t take the formulas from VBA code anymore and I dont know what to do next to solve- I can send it over to you to have a look if you want). Therefore I am thinking about building a new one.
I am looking for different things:
This pricer to solve for both single options or options strategies:
1- Implied volatility as well as reverting to premium if I enter the implied vol.
2- Greeks
I d also like it to source different datas which will be feeded from bloomberg such as:
implied vol based calculated from settlement prices to build a vol surface on a chart with all expiries which I can select or deselect from chart.
open interest and variations
I d also like a tool where if I enter some text will calculate the volatilities based on prices
ie text to be like CA H7 170 C vs 163.00, 5.8/6.3 and from the 5.8/6.3 calculate vol from the other parameters (product, expiry, strike and underlying price.the out put then will be CA H7 170 C vs 163.00, 5.8/6.3 equiv to 13.50/14.80 IV in a text form that way i can copy paste into chats to ppl. This bit will be for naked options, delta hedged options and options strategies.
I would like to know how much time you need to build such tool.
Thx
Julien

Julien B.
0% (0)Projects Completed
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Last project
9 Jan 2017
Switzerland
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Hello Julien, could you add the already existing tool so that I can have a better idea of what you need ?
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Hi Julien
Can have a look at what you have if you want to send it over
Dave
253865240412
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