Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

Implementation of the vanilla Deep Hedging engine

Automatic Options Hedging and Backtesting

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

This strategy works for every market condition irrespective of the movement

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

Hedging unsing Deep Reinforcement Learning and Deep Learning

Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

Futures-Spot-Arbitrage-Binance-V1

Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.

Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments include spot, forward, and futures contracts. DDH helps traders manage the Delta or Gamma of a portfolio without monitoring it

Hedging options by using Monte Carlo simulations or real data

“On an Even Keel”: Silver Risk, Trade Finance, and Hedging Strategies around the Turn of the Twentieth Century

The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017

A portfolio generator developed by QuantYantriki for the QSTH 2022 - a quantum hackathon organized by the Quantum Ecosystems and Technology Council of India (QETCI). It utilizes quantum annealing and quantum approximate optimization algorithms using a feedback-based metaheuristic that incorporates classical optimization tools to improve solutions.

Supplementary code for "Persistence as an optimal hedging strategy"

Coding Python targeting hedging and trading.

How to hedge any positive linear gamma instrument using a “Gamma transform”

This repository contains PDF documents and code implementations related to Finance concepts.