Options backtesting program
Budget: £20 – £250 GBP
I need someome who can write an options backtesting program for Ftse100 options. Signals not based on standard indicators but simply strike price crossovers.
Ideally it would back test on half of the available data and then forward test on the rest. Trades are expected to be weekly or monthly, so can be be placed manually. A SMA indicator WOULD be ised to comfirm general market direction.
I have tried using The Black-Scholes Merton formula which is available online for excel…but am getting lost in the complexity. Details of which options, how many. and exit strategy to be finalised on agreement
Ideally it would back test on half of the available data and then forward test on the rest. Trades are expected to be weekly or monthly, so can be be placed manually. A SMA indicator WOULD be ised to comfirm general market direction.
I have tried using The Black-Scholes Merton formula which is available online for excel…but am getting lost in the complexity. Details of which options, how many. and exit strategy to be finalised on agreement