This strategy works for every market condition irrespective of the movement
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Updated
May 26, 2024 - Jupyter Notebook
This strategy works for every market condition irrespective of the movement
Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and 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.
Code for extracting mean-reverting portfolios out of large data sets.
Simulating different hedging strategies on Apple's stock option data
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
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
Automatic Options Hedging and Backtesting
A javascript calculator that tells you how much to hedge a bet in order to maximize E[log(wealth)]
Implementation of the vanilla Deep Hedging engine
How to hedge any positive linear gamma instrument using a “Gamma transform”
This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.
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.
Coding Python targeting hedging and trading.
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