Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
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Updated
Mar 12, 2021 - Python
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Hedging unsing Deep Reinforcement Learning and Deep Learning
Hedging options by using Monte Carlo simulations or real data
Quantitative Finance Library & Option Trading Tool
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.
A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.
Coding Python targeting hedging and trading.
Code for extracting mean-reverting portfolios out of large data sets.
This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.
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