Find Jobs
Hire Freelancers

Back testing equity index option trading methods

$100-500 USD

In Progress
Posted over 19 years ago

$100-500 USD

Paid on delivery
We have historical option pricing data for equity index options (the SPX contract at the CBOE) in an excel spreadsheet, CSV format. We need someone who can manipulate the data using existing option pricing models (Black Scholes) and provide an interface for back testing various trading systems. Options will be tested by binary conditions (e.g. does an option < 30 days to expiration? Is implied volatility above historical average?) Several (5-6)if/then rules will be grouped and a simulation using those rules and actual option prices will be run. We'll need an interface input trading rules and which returns theoretical results.
Project ID: 4640

About the project

10 proposals
Remote project
Active 20 yrs ago

Looking to make some money?

Benefits of bidding on Freelancer

Set your budget and timeframe
Get paid for your work
Outline your proposal
It's free to sign up and bid on jobs

About the client

Flag of UNITED STATES
Chicago, United States
0.0
0
Member since Aug 17, 2004

Client Verification

Thanks! We’ve emailed you a link to claim your free credit.
Something went wrong while sending your email. Please try again.
Registered Users Total Jobs Posted
Freelancer ® is a registered Trademark of Freelancer Technology Pty Limited (ACN 142 189 759)
Copyright © 2024 Freelancer Technology Pty Limited (ACN 142 189 759)
Loading preview
Permission granted for Geolocation.
Your login session has expired and you have been logged out. Please log in again.