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Indian Market Option Greeks Calculator Java

₹1500-12500 INR

Ditutup
Disiarkan sekitar 1 bulan yang lalu

₹1500-12500 INR

Dibayar semasa penghantaran
I am seeking a highly skilled Java developer/team to build a robust and efficient option greek calculator specifically tailored for Indian options using Black Scholes model. A user-friendly Java interface (No UI interface, only backend java interface) will facilitate easy interaction with the calculator. Key Features Input 1. Option symbol (e.g., NIFTY, RELIANCE) 2. Option expiry date 3. Target date to expiry (number of days remaining until target date) 4. Underlying symbol price target (predicted price of the underlying asset on the target date) 5. Lot size and number of lots (for position sizing calculations) 6. Optional volatility input Output 1. Option greeks (Delta, Theta, Decay, Gamma, Vega) for each available strike price 2. Standard deviation for the underlying asset based on historical data 3. Implied volatility (if volatility input not provided) 4. Target price for the provided option on the target expiry date and target spot price using Black-Scholes model 5. Profit and Loss calculations based on option greeks and position size Performance 1. Response time within 1 millisecond or less Technical Requirements * Programming language: Java * Interface: User-friendly Java interface for input and output * Dependency Management: Gradle * Functionality 1. Calculate standard deviation for the underlying asset 2. Calculate all option greeks (Delta, Theta, Rho, Gamma, Vega) 3. Employ Black-Scholes model for target price calculation 4. Implement position sizing calculations with lot size and number of lots 5. Calculate implied volatility (if user doesn't provide it) 6. Design for high performance and low latency (< 1ms response time) * Data Access 1. Ability to access historical data for the underlying asset through the Java interface 2. Assume pre-populated list of strike prices for the chosen contract Project Milestones 1. Standard Deviation Calculation: Develop functionality to calculate historical standard deviation for the underlying asset based on provided expiry date (default expiry available). 2. Option Delta Generation: Implement logic to generate Delta for a single option based on user input data. 3. Option Greeks and P&L: Expand functionality to calculate all option greeks (Theta, Rho, Gamma, Vega) along with profit and loss calculations for a single option. 4. Multiple Option Handling: Enhance the system to handle user input for multiple options simultaneously, generating all relevant outputs for each option. Test Cases * Standard deviation calculation for historical data with different expiry dates. * Option Delta generation for various combinations of option symbol, expiry date, underlying price, strike price, and volatility. * Verification of all option greeks (Delta, Theta, Gamma, Vega) against established option pricing models for a range of input scenarios. * Comparison of target price using Black-Scholes model with results from online options pricing tools. * Performance testing to ensure response time consistently meets the 1 millisecond target. Verification and Completion The project will be considered complete only after successful verification of the following: * All test cases pass consistently. * Option greek results match established online brokers for a variety of input data. Qualifications 1. Strong expertise in Java programming 2. In-depth understanding of option pricing models (Black-Scholes model mandatory) 3. Experience with financial data manipulation and high-performance computing (highly desirable) 4. Excellent communication and problem-solving skills Application Requirements 1. A comprehensive overview of your experience with Java development 2. Relevant experience with option pricing models and financial data manipulation 3. Your approach to achieving high performance and low latency 4. Your estimated timeline for project completion and expected total inclusive price for the project We look forward to collaborating with a talented developer/team to build this cutting-edge tool! ** Note you have to sign NDA and IP Agreement if you are willing to undertake this project
ID Projek: 37988745

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With extensive experience in the field of Java development, I am confident that I am the perfect candidate for your project. Not only do I possess a good grasp on the language but also have commendable understandings of option pricing models. Both of these skills are paramount for accurately implementing Black-Scholes calculations required by your calculator. In addition to my technical proficiency, I pride myself on my organizational and problem-solving abilities. These traits will prove essential while dealing with high-performance computing and ensuring low-latency responses—keenly part of your project's requirement. One thing that sets me apart is my commitment to quality. I strive for perfection in every endeavor, and this won't be an exception. Alongside meeting the milestones you've set, I'll thoroughly verify all test cases, comparing against well-established online brokers ensuring accurate results. My approach is simple - your satisfaction is my success. I eagerly await the opportunity to contribute to your project and assure you of dedication and professionalism all through its completion.
₹12,000 INR dalam 7 hari
5.0 (5 ulasan)
2.9
2.9
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Hi I Have read your requirement and I am sure I can help you. Please message me so that we will have detailed discussion. We are the fastest growing web & mobile development company in India with a team of 10+ developers in-house, leveraging our expertise & proficiency through our services. We help tech & start-up companies with their web, mobile app design & development needs. We are experts in PHP, iOS, Android, WordPress, Shopify, SEO/SMM, cloud services, Web design, backend. -Native and Flutter Android Application & iPhone Application design and development -Game design and development -Web Designing -Web Application Development -Website Development -Social Networking Design & Development -Portal Development -e-Commerce Design & Development -Corporate Website Design & Development -Search Engine Optimization -Internet Marketing -Crypto-currency, Ethereum, Block-chain, We provide 100% quality work within your reasonable budget and given a timeline.
₹7,000 INR dalam 7 hari
0.0 (0 ulasan)
0.0
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hello sir i am expert in this skills and i have three year old experience you can hire me and i am ready your work please accept my bid
₹1,500 INR dalam 1 hari
0.0 (0 ulasan)
0.0
0.0
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Having read your project im expert in Algorithm,with graphic designer 3D Modelling 3D Animations with 3D Renderings building architect working perfectly as an electric and electronics engineering working intellectually in chemical and physical field of science With much knowledge in statistics analysts
₹12,000 INR dalam 2 hari
0.0 (0 ulasan)
0.0
0.0
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Hi, I'm very glad to see this project and very interested to work with, it matches to my skills and experiences, I've worked on many similar projects previously and have good working experience in this field, I'm sure, I can provide you best outcome according to your requirement, Please let me know about it briefly and let's discuss something more about it, Call or WhatsApp me here (+91) 8175810850 Thanking you.
₹6,000 INR dalam 3 hari
0.0 (0 ulasan)
0.0
0.0
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With a rich background in finance, I bring not only deep Java development skills to this project but also a sharp understanding of option pricing models, including the Black-Scholes model. This hands-on knowledge will be crucial in building and testing a highly efficient Indian market option greek calculator that meets your precise needs. I fully grasp the significance of accurate calculations and position sizing in the derivatives space, and I assure you, no detail will be left unattended during the development process. Moreover, my experience with financial data manipulation and high-performance computing sets me apart from other candidates. Not only do I promise prompt delivery consistently but also guaranteeing top-notch quality work is a virtue I hold dear. Throughout the project timeline, I'll ensure each milestone is meticulously covered - employing Gradle for dependency management and designing for high performance and low latency that guarantees response time within 1 millisecond or less. Additionally, my proficiency in using Java interface for input and output combined with my expertise in handling historical data for underlying asset will enhance your project's functionality even further. Your satisfaction is key, so be assured I'm ready to offer unlimited revisions until we attain perfection. Together, armed with my shrewd analytical skills and finance acumen, we'll build an outstanding tool for you to navigate Indian options confidently and profitably!
₹4,000 INR dalam 1 hari
0.0 (0 ulasan)
0.0
0.0
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I Am a succesfull trader. success probability of my startegy of swing trade is above 90%. i am a swing trader and generate profit of 15-20% on my capital every month continuosly.
₹12,000 INR dalam 7 hari
0.0 (0 ulasan)
0.0
0.0
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I have 8.5 years of in-depth hands-on experience in the full lifecycle of software development. I am specialized in Java, j2ee technology, Spring Boot, Spring MVC, Hibernate and JSP/Servlet, web-services(REST/SOAP), MicroService, Kafka, Redis, ElasticSearch, HTML, CSS, JavaScript, MySQL, PostgreSQL, MongoDB, Tomcat, Docker, Kubernates, AWS, IBM Smart Cloud, GCP.
₹10,000 INR dalam 7 hari
0.0 (0 ulasan)
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Tentang klien

Bendera INDIA
Chennai, India
0.0
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Ahli sejak Mei 19, 2014

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