Simulation of delta hedging
☆18Jul 15, 2020Updated 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Options Dynamic Delta Hedge Simulation☆16Sep 23, 2020Updated 5 years ago
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆15Aug 1, 2022Updated 3 years ago
- ☆12Aug 30, 2023Updated 2 years ago
- Symphony Fintech XTS API Instrument / Contract Masters CSV's.☆20Mar 20, 2026Updated last week
- Library that will generate ISIN to symbol mapping from NSE, BSE, Yahoo, and Zerodha☆28Sep 5, 2024Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- OItool helps you to analyze future and option data. It uses Grafana for visualization and Influxfb for the database to store data.☆20Aug 26, 2021Updated 4 years ago
- A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python☆10Sep 16, 2019Updated 6 years ago
- Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.☆10May 1, 2021Updated 4 years ago
- NSE is a rust cli binary and library for extracting real-time data from National Stock Exchange (India)☆23May 18, 2022Updated 3 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Sep 22, 2020Updated 5 years ago
- A dashboard for integrating Python, Tableau, and Google Sheets for automated data collection, analysis, and visualization.☆10Dec 8, 2022Updated 3 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 4 years ago
- Live Option Chain for Equity Derivatives using Zerodha Kite APIs and Next.js☆30Mar 14, 2024Updated 2 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- GUI Stock index options open interest analysis with the use of python tkinter and NSE API for NIFTY, BANK NIFTY☆25May 3, 2023Updated 2 years ago
- A desktop program in C++ with all its offices and functions. Connects to trading platforms via EA with☆12Dec 6, 2021Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆17Feb 6, 2023Updated 3 years ago
- Pricing and greeks simulation of an autocallable structure by monte carlo and pyspark☆16Dec 19, 2019Updated 6 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- Source code of the institutional insights TradingView indicator.☆10Jan 30, 2025Updated last year
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated 2 months ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on …☆18Feb 14, 2017Updated 9 years ago
- Using Bollinger Bands to implement a trading strategy☆17Jan 13, 2021Updated 5 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆15Sep 26, 2022Updated 3 years ago
- Telegram Scraper Bot☆10Feb 12, 2025Updated last year
- MetaTrader MQL5 Copy-Trade Expert Advisor with ZeroMQ☆13Jun 28, 2020Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12May 30, 2021Updated 4 years ago
- Algo trading application for option trading.☆32Dec 4, 2021Updated 4 years ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆13Dec 2, 2018Updated 7 years ago
- A Python Script To Fetch The Nifty, BankNifty And FinNifty Contracts Allowed For Trading At Zerodha Kite Platform.☆28Sep 20, 2025Updated 6 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Python 2.7 Library for the BitPay API☆10Oct 31, 2019Updated 6 years ago
- This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…☆18Jan 21, 2019Updated 7 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Mar 12, 2021Updated 5 years ago
- Source code for R token☆15Feb 2, 2018Updated 8 years ago
- Visualizing the ups and downs of bitcoin from the beginning with ALL price data available which you can download☆15Aug 12, 2024Updated last year
- Options Pricing using Finite Difference Methods☆16May 24, 2017Updated 8 years ago
- This repository contains code to download historical data for more than 2000 days and intraday data for more than 100 days. Download the …☆12Aug 20, 2023Updated 2 years ago