|
Financial Related Projects Engineering Related Projects Miscellaneous Projects Non-Excel Projects
012: Build
Reporting Center for .NET Application
ETRM Software Development Firm, Houston, USA
Built an Excel template as an ETRM program reporting center. The main ETRM
program (VB.NET, SQL Server) export querying data and report description
information into the template and call macros in the template. The macro in the
template then create the following reports:
- "Physical LP Position Report", "Physical Gas Position Report", "Physical CO Position Report" - Detail Report, Daily Report, Monthly Report
- "Credit Exposure Report" - Detail Report, Summary Report
- "Basis Swaps Position Report", "Fixed-Floating Swap Position Report", "Swing Swap Position Report"- Detail Report, Summary Report
011: Option/Future Pricing
Information Query
Investment Bank, Wall Street, New York, NY, USA
Developed 3 utility programs for extracting commodities future/option pricing
information based on client's specified query criteria. Data query is for more than 1,250
csv files and several large data files.
Backtesting client trading strategies, perform Mark to Market analysis, position
analysis and generate P/L report.
010: Construction of a
Simple Butterfly Trade Model for Bonds
Ohio, USA
Based on the given bonds information (coupon rate, horizon and yield rate) for 3
coupon bonds - one short term (purchase), one long term (purchase) and one intermediate
term (sale), the system calculates:
- Macaulay duration, modified duration and PVBP (Price value of a basis point) for each bond
- Convexity of each bond
- Face values of bonds for short term and long term for a given intermediate term bonds face value
- Check cost constraint and risk constraint and present value equivalent
- Calculate the gain/loss of the investigated trading by comparing the portfolio yield (short term + long term) with the intermediate term bonds yield.
009: Construction of
Efficient Frontier for a Portfolio
Boston, USA
Using Solver add-in and customized functions, created a utility program for
constructing efficient frontier, unconstrained and constrained, for a portfolio of 3
assets.
- Based on portfolios histogram pricing information, calculate each assets expected return and risk (standard deviation), their correlation matrix and covariance matrix
- Based on the asset distribution, calculated the portfolios expected return and risk
- Using HUANG and LITZENBERGER approach to construct the unconstrained frontier
- Using Solver add-in to construct the constrained frontier
008: Housing Tax Data
Extraction
Realtor, Long Island, NY, USA
Developed a utility program to summarize and extract housing pricing/tax payment information from a
government website based on a list of house addresses.
007: User-Defined Function
for Calculating IRR
Individual, Switzerland
Created a user-defined financial function XIRR, which is a modified version of Excel
built-in IRR function.
006: Customized Function - VaR (Value at Risk)
Somewhere, USA
Using Excel built-in functions for normal distribution, created a customized function
for estimating VaR value for a given confidence level and time period. VaR represents the
maximum loss expected of the asset given appropriate percentile and time period.
005: Mortgage Loan Database
Mortgage Firm, Las Vegas, NV, USA
Created a spreadsheet database which allows user to do daily loan transaction entry,
add or remove loan officer and manager, create report for each officer/manager, create
monthly state report.
004: Sales Invoice Database
Retail Store, SC, USA
Developed a spreadsheet database for sales invoicing. If user input an existing
customer, then the shipping/billing address, VAT number, Account Number, etc. for that
customer will be automatically filled into the invoice, otherwise, the new customer entry
will be automatically added to the existing customer list database, automatically fill
product information, calculate the invoice, create monthly and annual report for sales.
003: Loan Amortization
Calculator
Mortgage Firm, WY, USA
Developed an amortization calculator: based on user specified loan amount, interest
rate and term, calculate the monthly payment, total payment, total interest payment,
payment schedule table, interest rate sensitivity charts, etc.
002: Bond Amortization
Calculator
Student, Chicago, IL, USA
Developed a spreadsheet calculator for bond amortization using straight line, effective
interest and rule of 78 methods.
001: Trading P/L
Calculator
Day Trader, USA
Developed a spreadsheet calculator for calculating P/L in swing and day
trading.
Financial Related Projects Engineering Related Projects Miscellaneous Projects Non-Excel Projects
005: User Defined Function
for Linear Interpolation
Engineering Firm, Houston, TX, USA
Developed a user defined function for linear interpolation. For a given X, searching
the closest 2 Xs in a range and then do linear interpolation.
004 Customized Function -
ULOOKUP for Universal Value Lookup
Engineering Firm, Houston, TX, USA
Created a lookup function based on user specified keyword, range, relative position of
return value (rows and columns). This ULOOKUP function is more powerful than the Excel
built-in function VLOOKUP and HLOOKUP.
003 Weather Window
Statistical Analysis
Engineering Firm, Houston, TX, USA
Based on the observed weather data (wind and wave) from
1) Determine the design value for different return periods using Extreme Value Analysis
approach;
2) Plot the time series within a specific period for selected weather parameter;
3) Calculate the value distribution/histogram of for selected weather parameter;
4) Calculate the probability of the selected weather parameter meeting user specified
criteria;
5) Calculate the probability of finding an acceptable weather window;
6) Calculate the distribution/histogram of weather window;
7) Calculate the average waiting time for a weather window;
8) Calculate the distribution/histogram of waiting Time; Calculate the maximum waiting
time based a given confidence level.
002 Interface for an
Engineering Application
Engineering Firm, Houston, TX, USA
Built an interface utility program for an engineering application. The program has a
standard Windows-style interface for data entry. It automatically creates a model based on
users input. The program also creates different kinds of analytic input files for the
engineering application, runs the application, checks the warning and error messages, and
summarizes the output into Excel tables.
001 Plot Hurricanes Path
along with GOM Platforms
Engineering Firm, Houston, TX, USA
Based on the National Hurricane Center provided paths (latitude and longitude) of three
major hurricanes (Rita, Katrina, and Ivan), scaled and plotted them on a
Financial Related Projects Engineering Related Projects Miscellaneous Projects Non-Excel Projects
004: Consolidation of
Tables for Survey Data and Superscripts
Consulting Firm, Santa Clara, CA, USA
Developed an Add-in for data consolidation - one table includes the survey results and
the other one includes the superscripts which explain the meaning of the data. Also format
the table as user-specified.
003: Export Excel Data
Table into Word Document
Marketing Firm, Valencia, CA, USA
Developed a utility program to export a table of customers' information into a Word
document, one customer per page, add company's logo at the top, and format the table.
002: Membership Database
Professional Organization, Houston, TX, USA
Developed a spreadsheet based membership database which allows users to i) import data
from Excel based application forms; ii) import data from Access database; iii) export data
to text files; iv) export data to Word files for printing mailing address label; v) send
email to each individual member via Outlook; and vi) create user-specified queries using
SQL.
001: Day Care Job
Assignment Optimization
Community Center Day Care Center, NY, USA
Developed a utility program which allows users to 1) add/delete employees and clients;
2) specify the criteria for employee-clients match; 3) check the availability of employee
for a particular day; 4) check the attendance of clients; and 5) optimize the job
assignment.
Financial Related Projects Engineering Related Projects Miscellaneous Projects Non-Excel Projects
002: Design of Company
Letterhead and Shipping Label
ReMax Realtor, Kennesaw, GA, USA
Designed letterhead and shipping label using Word.
001: Print Name Badge and Address Label
Non-Profit Associaiton, Houston, TX, USA
Developed a utility program for generating Word-based name badge and address
label from an Excel-based membership datanase