Stress testing framework for option strat under matlab object oriented programming
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£1.0k(approx. $1.2k)
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- Proposals: 2
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Description
Experience Level: Expert
General information for the business: financial research
Kind of development: New program from scratch
Description of requirements/functionality: 4/ stress testing framework under matlab object oriented programming The idea is to use the market data and some decision data build by me and available in a structured way to run trading strategies in the past and compute pnl and risk.
- define a set of objects : option , underlying, pricetimeserie, strategy, position, account
- create logical scheme explaining the interaction between the objects and in particular illustrate how to buy or sell an option, how to compute pnl and cash account level.
more information will be given for the right candidate
CMS and Admin requirements: matlab only
Specific technologies required: matlab only
OS requirements: Windows
Extra notes:
Kind of development: New program from scratch
Description of requirements/functionality: 4/ stress testing framework under matlab object oriented programming The idea is to use the market data and some decision data build by me and available in a structured way to run trading strategies in the past and compute pnl and risk.
- define a set of objects : option , underlying, pricetimeserie, strategy, position, account
- create logical scheme explaining the interaction between the objects and in particular illustrate how to buy or sell an option, how to compute pnl and cash account level.
more information will be given for the right candidate
CMS and Admin requirements: matlab only
Specific technologies required: matlab only
OS requirements: Windows
Extra notes:
Assad B.
98% (9)Projects Completed
7
Freelancers worked with
6
Projects awarded
82%
Last project
18 Apr 2016
United Kingdom
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