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Hello List:
I am starting the process of creating a risk metrics program. Intention:
to take trade files and produce a report that will contain various risk
metrics.
I am interested in having it written in Java so that the risk metrics
program is OS independent.
I will have my programmer hire an independent programmer do create the
program. We'll have full source code -- and full control, so we can add
what we want.
If someone has already created something like what I am describing, or
is interested in this project; would love to hear from you. Perhaps we
can help each other.
I am planning on instituting about a dozen risk and return metrics,
including the usual industry risk metrics, along with graphs. Also, I
am intending to link the individual reports to a report that will show a
side by side comparison of systems.
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