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I really don't know that this will work for you or not but OptionsOracle tool is worth a try !! This is the one of the best Stock options strategy trading analysis tool provided free . The code is accessible at SourceForge


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QuantyCarlo (quantycarlo.com) is a workbench for evaluation and optimization of option trading systems. It comes in several flavors, the most basic of which allows automated options backtesting. A free version is available with a limited number of end of day symbols. Other subscription plans offer more symbols and intraday data. QuantyCarlo Enterprise ...


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Let Ri be the monthly returns (R1 for Jan, R2 for Feb, etc) Let Ci the the cumulative returns (C0= 0, C1=R1, C2=R1+R2, etc) Let AWCi be the above water cumulative return, defined as AWCi=MAX[0,Ci] In any month, the manager "receives" 0.2*[AWCi-AWC{i-1}] ; I say receives in quotes because this number can be negative. Then the investor receives the rest of ...


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An American Call without dividends is never exercised before maturity, because it is always better to sell it instead. With dividends, one would exercise if the value of future dividends is higher than the time value (from selling the Call). An American put without dividends is exercised when $S$ hits an optimal exercise boundary (e.g. if $S=0$ one would ...


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I think that this code solves your problems. In your case h0 is zero while lag can be set equal to 6 (or 5) function y=NWtest(ret,lag,h0) T=size(ret,1); vv=var(ret); for l=1:1:lag cc=cov(ret(1:end-l),ret(l+1:end)); vv=vv+2*(1-l/lag)*cc(1,2); end y=(mean(ret)-h0)/sqrt(vv)*sqrt(T); end


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True this is a stackoverflow question but have you tried the fool around with the package Pandas? You can do in Python import pandas as pd data = pd.read_csv('filepath/file.csv') That's the easiest way.



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