This thesis describes a system that retrieves exchange-traded option quotes on stocks, which are specified by the user, from the website www.moneynet.com. The data obtained from the Web is analyzed to determine the "breakeven" stock prices. A breakeven stock price is the expiration-date stock price for call or put options, in order for the call or put holders as a group to break even. This information is very useful as it helps us to understand the stock markets and the opinions of stock traders. It is useful for expectation analysis as well. The system is written in Excel 2000 and the data obtained from the Web is displayed on Excel spreadsheets and is transformed into a format that can be analyzed by the program. The program consists of approximately 900 lines of VBA code and uses many advanced Excel built-in functions.
| Identifer | oai:union.ndltd.org:LACETR/oai:collectionscanada.gc.ca:QMM.33048 |
| Date | January 2001 |
| Creators | Zhang, Lingyan, 1970- |
| Contributors | Newborn, Monty (advisor) |
| Publisher | McGill University |
| Source Sets | Library and Archives Canada ETDs Repository / Centre d'archives des thèses électroniques de Bibliothèque et Archives Canada |
| Language | English |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Format | application/pdf |
| Coverage | Master of Science (School of Computer Science.) |
| Rights | All items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated. |
| Relation | alephsysno: 001845562, proquestno: MQ75360, Theses scanned by UMI/ProQuest. |
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