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
☆16Nov 24, 2023Updated 2 years ago
Alternatives and similar repositories for Dynamic-Delta-Hedging
Users that are interested in Dynamic-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:
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆27Nov 23, 2023Updated 2 years ago
- data and hummingbot script testing crypto CEX latencies☆14Nov 3, 2023Updated 2 years ago
- Arbitrage Strategies Toolbox☆11Aug 29, 2025Updated 11 months ago
- ORC wing model calibrator and simulator.☆18Jun 16, 2024Updated 2 years ago
- A dashboard for integrating Python, Tableau, and Google Sheets for automated data collection, analysis, and visualization.☆10Dec 8, 2022Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Risk Free Arbitrage Bot for Cryptocurrency☆15Dec 8, 2022Updated 3 years ago
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 6 years ago
- Options Trader written in Python based off the ib_insync library.☆74Sep 14, 2023Updated 2 years ago
- ☆15Mar 30, 2020Updated 6 years ago
- ☆10Dec 8, 2024Updated last year
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆31Jul 4, 2026Updated last month
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- ☆12Jan 7, 2023Updated 3 years ago
- 带界面的PandoraTrader☆15Sep 7, 2020Updated 5 years ago
- 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.
- A stock screener web application is created using FastAPI. The screener pulls data from yahoo finance from ticker symbols that the user i…☆15Aug 17, 2021Updated 4 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- A project managing Electronic Health Records(EHR) of patients and giving permissions to audity using Solidity(Etherium Blockchain) with T…☆11Aug 7, 2021Updated 5 years ago
- ☆26Sep 28, 2025Updated 10 months ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆21Apr 30, 2021Updated 5 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 3 years ago
- A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992…☆41Dec 17, 2025Updated 7 months ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- In This project, we will make a user-friendly library system backed by MySQL☆10Nov 16, 2021Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Dispersion Trading using Options☆33Apr 9, 2017Updated 9 years ago
- Python Backtesting library for trading strategies