greeks-neutralization

There are 3 repositories under greeks-neutralization topic.

kgeoffrey/AutoHedge.jl
Automatic Options Hedging and Backtesting
Language:Julia57 4 111
bottama/Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Language:Python48 3 010
HapticFinance/greeks-uni-v3
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
Language:R7 1 00