Options Volatility Modeling Research

₹75000-150000 INR

Closed

Posted 12 days ago

₹75000-150000 INR

Paid on delivery

I trade index and single-stock options on Indian exchanges and I’m looking for a quant who can dig deep into volatility modeling with one clear goal: sharpen my live trading strategies. You will take raw options data (primarily vix NSE/BSE), build and calibrate advanced volatility models—think GARCH variants, stochastic-vol, local-vol, surface interpolation—and translate the results into actionable entry, exit and sizing rules. Experience handling large intraday datasets, cleaning corporate-action adjustments, and coding robust back-tests in Python / R is essential; C++ or Julia skills are a plus if you can speed up the heavier calculations. Key deliverables • A fully documented research notebook or repo that pulls, cleans and stores historical option chains and underlying spot prices • At least two comparative volatility models, calibrated to Indian market microstructure, with performance metrics against realised P&L and risk-adjusted returns • Back-test framework, parameter sweep scripts and visual reports that show where the strategy outperforms benchmarks • A concise summary paper explaining methodology, assumptions, and how each model feeds the trading logic Acceptance criteria • Code runs end-to-end on my sample dataset without manual tweaks • Results replicate within ±1 % on a fresh data slice • Documentation is clear enough for me to iterate without additional hand-holding I’ll be available for quick feedback loops and can provide API keys, existing data dumps and execution constraints up front so you can focus on producing solid, trade-ready research.

Data Science

Statistical Modeling

Machine Learning (ML)

Data Analysis

Statistical Analysis

R Programming Language

SPSS Statistics

Statistics

Project ID: 40423738

About the project

10 proposals

Remote project

Active 8 days ago

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10 freelancers are bidding on average ₹109,028 INR for this job

@alluankit01

Hi, I can help build the options volatility research framework for Indian index and single-stock options with a focus on trade-ready insights, not just academic modeling. I understand the goal is to improve live strategy decisions using volatility behavior from NSE/BSE data, option chains, VIX, spot prices, and intraday movement. I’ll structure the work around clean data ingestion, option chain cleaning, volatility surface construction, model calibration, backtesting, and clear rules for entry, exit, sizing, and risk control. I can compare models such as GARCH variants, volatility surface interpolation, local volatility, and stochastic volatility style approaches, then test them against realised volatility, P&L, drawdown, Sharpe, win rate, and benchmark behavior. The code will be written in Python or R with clear notebooks/scripts, parameter sweeps, visual reports, and reproducible results on fresh data slices. My focus will be practical research that you can iterate on: documented assumptions, clean backtest logic, Indian market specific handling, and a concise summary explaining how each model connects to actual trading decisions. Best regards Ankit

₹75,000 INR in 7 days

5.0

(2 reviews)

2.5

@Sahyadri96

Completed projects till now 1) Python + DhanAPI +Excel + VBA option scalping strategy 2) Python 21 EMA and 9 EMA crossover strategy on DhanAPI 3) Google sheet + FyersAPI trading 4) Google sheet + Algomojo + Upstox 5) Tradetron Banknifty option scalping strategy 6) Excel 2600 NSE 10 years data 7) Copytrading using python 8) Tradetron Supertrend + MACD Crossover Strategy 9) Dhan option chain with Greeks in Google spreadsheet via Google Appscript 10) Backtesting of Nifty options for wait and trade strategy 11) Trigger orders for Dhan Nifty options 12) Shoonya API:- Wait and trade strategy 13) Tradetron: RSI + ADX + EMA strategy 14) Python Moving avarage channel trading Algo 15) Kotak Neo: Turtle scalping strategy for options 16) Fyers Filtered option chain in Excel 17) Binance Bitcoin tradingview strategy python bot 18) Fyers Tradingview python bot 19) Dhan Python order manager I can deliver any project in Trading. Readymade setups for Python available

₹112,500 INR in 7 days

5.0

(3 reviews)

2.3

@pavlisim

R&D in ML, interested in trading and quantitative finance. I’ll perform experiments with option volatility models, backtest them, and provide clean code. Let’s discuss.

₹112,500 INR in 7 days

5.0

(1 review)

2.3

@kaustubhbawa123

Hi, I am an IITian , worked at fortune 500 companies. I will make it a reality for you. With 7+ years of experience I will deliver a high-quality solution using modern technologies and industry best practices. Kindly click on the chat button so we can discuss and get started. Will share you my prior projects done and my resume too. I have been doing freelancing since 2019 worked at top MNCs in both USA and India. Lets connect

₹75,000 INR in 7 days

0.0

(0 reviews)

0.0

@aaronrobs

⭐⭐Hi There⭐⭐ I HAVE EXPERIENCE BUILDING advanced volatility models for options trading, including GARCH, stochastic volatility, and local volatility frameworks. I can help sharpen your live trading strategies by developing robust, calibrated models tailored to Indian markets using your raw option and VIX data. Core Deliverables: • Research notebook/repo for data cleaning and storage • Two calibrated volatility models with performance evaluation • Back-test framework, parameter sweeps, and visual reports • Summary paper detailing methods and trading logic Technical Approach: • Automated data extraction and adjustment for corporate actions • Model calibration reflecting Indian market microstructure • Robust back-testing with comprehensive performance metrics • Python/R coding with optional C++/Julia enhancements for speed I am committed to delivering a high-quality product that meets your goals. I look forward to the opportunity to discuss this project further. Kind regards, Aaron R.

₹77,777 INR in 30 days

0.0

(0 reviews)

0.0

@eeshatirr1

I've spent years knee-deep in options volatility research —> GARCH, Heston, SABR, local-vol surfaces <— and I know how differently Indian index options behave around expiry weeks, event-driven IV spikes, and thin liquidity windows that break Western model assumptions entirely. I won't hand you a textbook calibration. I'll study your actual NSE/BSE chains, clean the corporate-action noise properly, and build models that reflect how Nifty and Bank Nifty vol truly moves —> then wire that directly into entry, exit and sizing logic you can trade Monday morning. Backtest framework, parameter sweeps, visual reports, and a summary paper are all included. Code runs clean on your data, first time. Can we schedule a quick call to review your existing data dumps before I scope the timeline?

₹112,500 INR in 15 days