☆70Oct 22, 2022Updated 3 years ago
Alternatives and similar repositories for lp-delta-hedge
Users that are interested in lp-delta-hedge are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- ☆21Nov 4, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- all things related to Uniswap V3 pools and liquidity provision strategies☆15May 23, 2023Updated 2 years ago
- v4 hook to automatically hedge impermanent loss with options☆31Jul 23, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- baruch mfe mth9814 financial instruments☆19Jun 3, 2018Updated 7 years ago
- ☆38Aug 2, 2021Updated 4 years ago
- ☆21Aug 25, 2025Updated 7 months ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated last week
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆241Jun 29, 2023Updated 2 years ago
- ☆36Nov 27, 2017Updated 8 years ago
- Repository for market making ideas☆43Apr 26, 2024Updated last year
- ☆13May 27, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Code for the Uniswap LP Articles☆24Oct 10, 2023Updated 2 years ago
- Baruch MFE 2019 Spring☆45May 29, 2020Updated 5 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Robust deep hedging and Non-linear generalized affine processes☆14Mar 7, 2025Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆31Oct 23, 2023Updated 2 years ago
- High Frequency Market Making☆618Sep 24, 2023Updated 2 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Collection of Crypto Exchange OpenAPI and Generated Clients☆22May 30, 2025Updated 10 months ago
- Market making strategy example☆27Feb 26, 2021Updated 5 years ago
- Dashboard to track crypto spot-futures premiums☆54Aug 29, 2022Updated 3 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆21May 8, 2024Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆18Apr 15, 2022Updated 3 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 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.
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Market Making in Python☆18Apr 22, 2024Updated last year
- ☆10Mar 16, 2022Updated 4 years ago
- Calibration and pricing options in Heston model☆14Dec 24, 2017Updated 8 years ago
- ☆12Apr 17, 2021Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 5 years ago