Excel
Requirements
Submitted by loner on 24 January, 2006 - 3:22pmRequirement
We require an Excel Add-In that wraps an existing program written in C/C++/Java
Background
Please read below carefully. Any questions, please feel free to let us know.
The current program consists of two blocks:
- Numerical routines written in C/C++ (with some very simple perl scripts)
- Backtesting routine written in Java
Numerical routines and Backtesting routine are completely separate. The numerical routines are invoked using Runtime process.
Backtesting routine is really a prototype and we are asking to re-implement the routine, using whichever language is suitable.
- Read more
- 601 reads
What did I say then?
Discrete (Close-of-Day) Barrier Adjustment to Approximate the Continuous (Intra-Day) Barrier (4 years 24 weeks ago):
Continuous Barrier = Discrete Barrier * exp(-0.56 * sigma * sqrt(1/250))
