Hi Coders,
I need help with my final project - it is due in about three weeks - May 29, 2004.
The details are mostly set, but if it is considerably more complex than I previously thought or the specifications change considerably, then adding money is not a problem. I just want to get a good working program by the due date.
The project is this:
I want to create a program to perform a specific type of trading strategy. It will be a windows form application.
The general steps that this program should do are:
1. Sort the stocks to buy and sell short based on the values in the fundamentals matrix. I picked the data so that 1 stock in each industry is bought and 1 stock stock in each industry is sold. So there are pairs of stocks that are bought and sold in the same industry based on the filtering of 1 ratio: price to book < 4
2. then split the prices data into 2 pieces - one from the beginning of the data Oct 12, 2001 to Oct 12, 2002 and one from Oct 13, 2002 to May 7, 2004.
3. Then using the data from oct 12 2001 to oct 12 2002, create a portfolio that has a total beta = 0. The beta of the portfolio is just the weighted average of the individual stock betas. I have enclosed "quantlib" which has the optimization engine to do this. The amount of "money" to spend on this portfolio is $1 million.
4. Using the portfolio, test the returns by calculating the gains/losses of the portfolio in the second set of data, from oct 13, 2002 to may 7, 2004.
5. output the data into a file, draw a graph.
So it could just be all in one big form.
But there should be a section to show transactions (ie number shares, ticker symbol, etc.
And if the specifications change signifcantly or the work is more that I have imagined, then I will supplement the bid with more money.
PLEASE COMMENT THOROUGHLY AND PROVIDE EMAIL UPDATES AS FREQUENTLY AS POSSIBLE.
## Deliverables
1) Complete and fully-functional working program(s) in executable form as well as complete source code of all work done.
2) Deliverables must be in ready-to-run condition, as follows (depending on the nature of the deliverables):
3) All deliverables will be considered "work made for hire" under U.S. Copyright law. Buyer will receive exclusive and complete copyrights to all work purchased. (No GPL, GNU, 3rd party components, etc. unless all copyright ramifications are explained AND AGREED TO by the buyer on the site per the coder's Seller Legal Agreement).
## Platform
MS Visual C++.Net