Spartan Trader - part 6 (H18)

Portfolio update and editing and Delta calculation


Goal

By completing this homework you will have integrated trade execution with portfolio management and editing.   In addition, you will have implemented the computation of delta for the securities in your portfolio.


Context

source:memegenerator.net

"Welcome back, Ms. Tickertracker!  How was your Italian vacation?"
"SPLENDIFEROUS! I adore the Amalfi coast!"
You have never heard another human being utter the word 'splendiferous', but at this point you are used to your CFO's grandiloquence.
"I have seen your work with the Spartan Trader: it is SPECTACULAR!"
"Thank you, Ms. Tickertracker!"
"Yes, yes...It is now time to tie it all together: the transactions, the APs, the metrics, what is shown on the screen and what is stored on the databases. They are all related. Would you agree?"
"Of course. Makes sense. I am working on it."
"And does it compute Delta, yet?"
You expected that request because you knew that Delta is the foundation of the hedging techniques used at the firm. You are prepared.
"It will soon, I am on it, Boss."


Requirements

This homework continues to build the components of the Spartan Trader.  The new installment

  • Fulfills all requirements of previous homework, including professional presentation of all numbers.
  • Uses your assigned TEAMID, and NOT TeamId30.  Change in your Global Variables the TEAMID
  • Calculates and visualizes the Delta of the security involved in a transaction. Show three or four digits after the decimal point.
  • Updates the portfolioTeam<yourteamID> table in the remote database immediately after each transaction.  This Table is likely called "Acquired Positions" on your screen
  • Adds functionality so that you can 1) manually edit your acquired positions on the screen, 2) reset your portfolio, and 3) upload the changes to the remote databases.

For reference, this data model shows the structure of the three databases.  The vLab contains a demo and instructions, and this file contains some code, so that you do not have to type as much.  As before, feel free to change the look and feel of the app.


Notes and bug fixes:

  • We cannot guarantee that a grade of 100 means that your system is 100% correct.  The system is too complex and we only do spot checking. Quality control is always your responsibility.
  • Remember that you can Sell only securities that you possess (i.e., long). else you must SellShort.  Failure to do so will results in errors.
  • GetExpiration returns "1/1/1/"  when it cannot find an expiration date. It should be "1/1/1"