Demand of Amibroker afl to calculate & plot Implied Volatility as well as show Greeks value using BlackScholes Formula.

I need a good amibroker AFL programmer to develop an afl to calculate & plot Implied Volatility & Historical Volatility on Amibroker with BlackScholes Merton model.

So whenever I turn on that afl code, I can choose to fill the parameters for an option and I can calculate and plot Implied Vola for up to 3 options and Historical Vola of the underlyings

For each option (implied vola), I will fill in:

+ Ticker of the option: e.g. GOOG Jun2017 585 Call Option (afl auto get the last closing price)

+ Ticker of the underlying (aft get the last closing price)

+ Maturity date: For comparison with today to cal the duration till expiration

+ Conversion rate (n): n options to be converted into a corresponding stock

+ Strike price: Fill a number

+ Risk free rate: Fill a number

I can repeat the filling activities for three time

For underlying (historical vola), I will fill:

+ Ticker of the underlying: (e.g. Goog)

+ Period: 3 months, 6 months ....

I then will have four line charts, three for implied volatility of three options with the same underlying, and one for historical volatility of underlying stock. For each option and its line chart, I would like to know its implied volatility, its Delta and its Vega value.

Skills Required

Beceriler: C Programlama, C# Programlama, C++ Programlama, Metatrader, Yazılım Mimarisi

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İşveren Hakkında:
( 0 değerlendirme ) Ha Noi, Vietnam

Proje NO: #20023767

Bu iş için 2 freelancer ortalamada $159 teklif veriyor


Hello. I am very pleasure the opportunity to discuss this job with you. I am a full time freelancer with skills and experience on angular 7.0,HTML5,c,c++,c#,python,PHP and PHP frameworks, Python, Django,JavaScript an Daha Fazla

$40 USD in 7 gün içinde
(10 Değerlendirme)

I have 6 years of experience programming AFL on Amibroker and other platforms. I am located in Delhi. I am remotely working with an F&O Segment Client based in Delhi. Platforms: Amibroker, MT4, MT5, NinjaTrader Ex Daha Fazla

$277 USD in 10 gün içinde
(0 Değerlendirme)