Financial Market Trading excel programmer

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  • Proposals: 4
  • Remote
  • #43692
  • Completed
Andy F.Shariq K.Edwin W.Brian C. have already sent a proposal.
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Experience Level: Intermediate
We have intraday data (ascii,csv format) for the financial markets going back on average around 10 years. This data includes the data for every 5 minute and 60 min period showing open, high, low and close for every trading day of every year. We would like to automatically analyse the closing price data for many different markets within excel in order to produce a summary.

The summary would be able to identify trends including the strongest and weakest 5 minute and hourly periods for a set time period being 1 Year, the last 5 years and / or the whole period shown in the ascii / csv file and also the weekdays and list them accordingly for any market we choose.

For example based on using the whole of the data period we would want to know which 5 minute and hourly 60 minute period is the most likely to rise or fall overall and then for any given weekday.

For example the period between 10.00am and 10.05am could have seen a market rise on 1250 days to falling on 230, giving this period a rising rate of 84% and a falling rate of 26%.

We would then want to analyse this from a weekday perspective. For example we may find that during all Monday’s that the time period between 2.30pm – 3.00pm shows that the market moved higher 78% of the time but the same time period on Tuesdays only shows 45%.

We would then want this summarised as a report showing the time period with the highest rising rate down to the lowest, highest falling rate down to the lowest and then each weekday summarised from Monday through to Friday in the same way. All these reports should be useable or exportable for further analysis into excel.

We have attached a small sample of the data for you to look at. Column F is the important close price. We hope to hear from you soon. Please feel free to contact us if you require any clarification.

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