Need Quant w/Options experience

Discussion in 'Options' started by rossmedia, Apr 28, 2008.

  1. Need quant (or trader with deep understanding of derivatives trading) to backtest a strategy. Please PM me for more info if you have the acumen and systems for this project. Will pay.

  2. HoCk


    hey, I'm a quant, 5 years experience on an institutional trading floor in fixed income.

    also a computer scientist. can program in lotsa languages.
  3. Programming largely irrelevant for Options backtesting.
    It's all about the price DATA....largely unavailable or mediocre at best.
    So a perfect program won't be worth anything if the historic data is crap.
  4. EOD data is all that should be needed.

  5. still stands for everything sys said
  6. HoCK,

    PM me your contact info so I can explain what I need and the parameters involved.

  7. benticat



    I'm using a options software that is able to backtest option strategies on EoD data. Acually the software only uses data for german stocks, DAX, Bund, ESTX options. But I think it should be no problem for the programmer to add other markets.
    What market U want to be testet?
    How much positions has the strategy?
    Are there any follow up actions?

  8. You would need to have domestic market data in your data base.

  9. Wow, no one with EOD historical index options data that can back test a strategy?...Maybe I'm posting in the wrong forum.

  10. No, no you are not. See my prior post. Options backtesting is tough stuff.....because of the data quality and lack of availability.
    It might be better to generate your own synthetic options time series with an options pricing model and program in some "jitter".
    #10     Apr 29, 2008