Cancelado

Option Project Extension(repost)

This is an extension to the previous project and will act as a bridge to the next project.

## Deliverables

This is an extension to the previous project and will act as a bridge to the next project. The following things should be implemented:

1. Regarding the PP / SD calc where we take the 10 values and break them up to calculate the PP by denoting 1 or 0. I want to utilize 40 values for each SD instead of 10.

2. Regarding the Date to Expiration, Mid Point and Today calculations, I want to triple the amount of readings we take at a particular stock value. This would also affect the chart as the chart is built off this data.

3. Regarding the main grid where we display the options data. I want to use the individual options IV to perform theoretical pricing for D,G,T,V and option values.

4. In the current iteration of the program some of the options cannot price, meaning we cannot receive a IV, D,G,T,V for these values. When the strike price of options become far away from the stock price they become difficult to price, but there is a work around. Let’s say the current stock price is 30 and we are trying to price a [url removed, login to view] option but we cannot (program returns [url removed, login to view] for Th. Pr., D,G,T,V). This happens because the volatility value (SV) we are using to price that option is too low. So, what we need to do is use the volatility of the option closest to the option we cannot price. So, let’s say the SV was [url removed, login to view]% and the IV of the [url removed, login to view] Strike was [url removed, login to view]%. If we had no values available for the [url removed, login to view] Strike we would try to use [url removed, login to view]% for the volatility input to price the 25 Strike option. We would do this for all prices below it. So if a the 25 option got a price and a volatility we would use that [url removed, login to view] Strike vol to price the [url removed, login to view] and the [url removed, login to view] for the [url removed, login to view] and so on.

There are a few other small things which can address on an hourly basis?

Habilidades: Programação C#, Engenharia, Microsoft, MySQL, PHP, Gestão de projetos, Arquitetura de software, Teste de Software, Área de trabalho do Windows

Ver mais: project calc, vol, triple, sv, d g, calc, today extension, option grid, windows extension, display repost, small work repost, iteration, php calculate date, project chart, option values, windows small project, windows stock, program expiration date, stock prices date, data repost, data bridge, returns data stock, stock windows, bridge project, price calc

Acerca do Empregador:
( 19 comentários ) Boston, United States

ID do Projeto: #3008421