732jhy / Delta-HedgingLinks
Simulation of delta hedging
☆17Updated 5 years ago
Alternatives and similar repositories for Delta-Hedging
Users that are interested in Delta-Hedging are comparing it to the libraries listed below
Sorting:
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆67Updated 5 years ago
- Delta hedging under SABR model☆35Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆67Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆104Updated 6 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆61Updated 5 years ago
- Backtest result archive for Momentum Trading Strategies☆63Updated 6 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- Cornell Quant Fund 2022 Trading competition Options Case winner☆18Updated 2 years ago
- ☆31Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆68Updated last year
- CS7641 Team project☆96Updated 5 years ago
- This project is to apply Copula Function to pair trading strategy both in American stock market.☆28Updated 6 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- A model simulation shows how pairs trading could be used for two S&P500 traded stocks. It proofs that the strategy is successful on real…☆26Updated 5 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆78Updated 2 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated this week
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio …☆47Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆54Updated 4 years ago
- Official Repository☆128Updated 3 years ago
- Options Trader written in Python based off the ib_insync library.☆59Updated 2 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago
- The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site an…☆100Updated 2 years ago
- ☆36Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago