hedging
There are 41 repositories under hedging topic.
hansbuehler/deephedging
Implementation of the vanilla Deep Hedging engine
mgroncki/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Akshat111111/Hedging-of-Financial-Derivatives
This strategy works for every market condition irrespective of the movement
kgeoffrey/AutoHedge.jl
Automatic Options Hedging and Backtesting
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.
FinancialEngineerLab/finefinance
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
fschur/Deep-Reinforcement-Learning-for-Hedging
Hedging unsing Deep Reinforcement Learning and Deep Learning
samsonq/Thesis
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
matrix-tang/Futures-Spot-Arbitrage-Binance-V1
Futures-Spot-Arbitrage-Binance-V1
PavanAnanthSharma/Dynamic-Delta-Hedging
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
caramel2001/Warrant-Hedging
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.
ITNeri/Dynamic_Delta_Hedging
Hedging options by using Monte Carlo simulations or real data
numocash/squared
Quadratic market maker
hedge0/OptionsKillerBotPython
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.
HugzGJ9/Quantitative_Finance
Quantitative Finance Library & Option Trading Tool
michaelschiltz/even-keel
“On an Even Keel”: Silver Risk, Trade Finance, and Hedging Strategies around the Turn of the Twentieth Century
thk-cheng/Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
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
AneeshKamat4/QAOA-Portfolio-Generator
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.
HapticFinance/gamma-transform
How to hedge any positive linear gamma instrument using a “Gamma transform”
ap-browning/persisters
Supplementary code for "Persistence as an optimal hedging strategy"
btobin0/Python-Hedging-Trading
Coding Python targeting hedging and trading.
MauritsBrinkman/quant-stuff
Code for extracting mean-reverting portfolios out of large data sets.
nullspacemse/Finance101
This repository contains PDF documents and code implementations related to Finance concepts.
olesyamba/Risk_analysis
Repository represents python usability of measuring and managing risks (practice tasks and real cases)
Ruuudy1/Seminar_RiskManagement
TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance
achen831008/DerivativeSecurities
Options, Futures, Hedging, and Other Derivatives
kyz128/AFP-Using-Python
Arbitrage-free Pricing of Fixed Income Securities Using Python
AlluSu/hedging-simulation
Simulating different hedging strategies on Apple's stock option data
ceynri/request-hedging
Request hedging policy in the frontend.
katravathManoj/Delta-Hedging
Comprehensive analysis of delta hedging strategies, the methodology involves utilizing mathematical models (such as Black-Scholes and geometric Brownian motion) to simulate option pricing and stock price movements. It focuses on managing delta risk through dynamic hedging strategies and evaluates the impact of different hedging approaches.
neonhedge/xeonprotocol.github.io
Universal ERC20 Hedging and Lending Platform. Building through recursive improvements
reprotc/limitations
Code and files. Working paper: "Reporting of study limitations and hedging in articles with and without causal diagrams"
zstoi/Thesis
Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and Hedging
Polpol9898/Seminar_RiskManagement
TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance
VitamintK/kelly-hedge
A javascript calculator that tells you how much to hedge a bet in order to maximize E[log(wealth)]