Em Andamento

Excel Application to determine when to Enter and Exit Pair Trading Positions

I will supply a spreadsheet of Closing stock prices for the last 4 years. (250 columns across, 1000 data points (Closing prices) down.) I need someone to create an interface that allows me to enter two stock symbols from the previous page..the application will then perform abunch of functions (Average, St. Deviation, Correlation, etc..) on the pair and using rules I have chosen, determine when over the past 2 years, I would have entered and exited the pair and what type of returns I would have made. All functions are in Excel that we will be using..the only tricky part, (Maybe) will be coding the logic to tell the application when to close a position and calculate the Profit / and or loss on the position. In short, I am looking for a front end to allow me to pick pairs, define rules and determine what the returns would have been on each pair. The only data that needs to be used, and manipulated is closing prices. The only functions that need to be calculated are already standard functions in Excel.

## Deliverables

1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done. 2) Installation package that will install the software (in ready-to-run condition) on the platform(s) specified in this bid request. 3) Complete ownership and distribution copyrights to all work purchased.

## Platform

Excel Windows XP

Habilidades: PHP

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Acerca do Empregador:
( 8 comentários ) Toronto, Canada

ID do Projeto: #2953808

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fabianjones

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$127.5 USD em 3 dias
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3.3

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mocak2

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vles

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