Alternatives and similar repositories for lp-delta-hedge

Users that are interested in lp-delta-hedge are comparing it to the libraries listed below

• LynLye / Dissertation_Implied-Volatility-Surface-Parameterization

  View on GitHub
  Disseration for M.S. in Computer Science of class 2018 at HKU
  ☆12Nov 15, 2017Updated 8 years ago
• layoups / microstructure-and-liquidity

  View on GitHub
  ☆21Nov 4, 2022Updated 3 years ago
• Zhenfeng-Liang / FX_Modeling_N_Market_Making

  View on GitHub
  ☆11Dec 18, 2015Updated 10 years ago
• yuba316 / SABR_Volatility_Arbitrage

  View on GitHub
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Dec 26, 2022Updated 3 years ago
• jshellen / statarb

  View on GitHub
  ☆37Aug 2, 2021Updated 4 years ago
• HananyTolba / makeprediction

  View on GitHub
  ☆13May 27, 2023Updated 2 years ago
• Idriss-Afra / Stochastic-Volatility-Inspired-Model

  View on GitHub
  This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
  ☆10Updated this week
• Alexd14 / ntiles

  View on GitHub
  Vectorized quantile backtesting library
  ☆15May 25, 2023Updated 2 years ago
• yc-liu / mth9814

  View on GitHub
  baruch mfe mth9814 financial instruments
  ☆19Jun 3, 2018Updated 7 years ago
• coindataschool / univ3lp

  View on GitHub
  all things related to Uniswap V3 pools and liquidity provision strategies
  ☆15May 23, 2023Updated 2 years ago
• AdrienCss / OptionTrading

  View on GitHub
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆30Oct 23, 2023Updated 2 years ago
• useric / MTH9879-Market-Microstructure-Models

  View on GitHub
  Baruch MFE 2019 Spring
  ☆43May 29, 2020Updated 5 years ago
• KodAgge / Reinforcement-Learning-for-Market-Making

  View on GitHub
  Using tabular and deep reinforcement learning methods to infer optimal market making strategies
  ☆237Jun 29, 2023Updated 2 years ago
• makemake-kbo / sdhasidhas

  View on GitHub
  v4 hook to automatically hedge impermanent loss with options
  ☆31Jul 23, 2023Updated 2 years ago
• vishnugovind10 / MarketMaking

  View on GitHub
  Market Making in Python
  ☆19Apr 22, 2024Updated last year
• robertmartin8 / BinancePremiums

  View on GitHub
  Dashboard to track crypto spot-futures premiums
  ☆54Aug 29, 2022Updated 3 years ago
• mawicks / deep-volatility-models

  View on GitHub
  Volatility models for stock prices using deep learning and mixture models.
  ☆16Aug 20, 2022Updated 3 years ago
• dolmatovas / CryptoOptionCalibration

  View on GitHub
  Repo for Crypto Option Calibration project in CMF
  ☆14Dec 10, 2022Updated 3 years ago
• guijinSON / NNHedge

  View on GitHub
  A Deep Learning Framework for Neural Derivative Hedging
  ☆31Feb 3, 2022Updated 4 years ago
• pkuWu / Option_Hedge

  View on GitHub
  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
• MarcosCarreira / Hawkes-With-Latency

  View on GitHub
  Hawkes with Latency
  ☆20Jan 16, 2021Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation

  View on GitHub
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Jun 15, 2021Updated 4 years ago
• KalmanNet / KalmanBOT_ICASSP23

  View on GitHub
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Oct 13, 2022Updated 3 years ago
• kanekoshoyu / exchange-collection

  View on GitHub
  Collection of Crypto Exchange OpenAPI and Generated Clients
  ☆22May 30, 2025Updated 8 months ago
• cvxgrp / exp_util_gm_portfolio_opt

  View on GitHub
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆22May 8, 2024Updated last year
• Sarabmonga07 / Kernel-Smoothing-Technique-for-Option-Derivatives-

  View on GitHub
  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
• KNFO-MIMUW / Heston_model

  View on GitHub
  Calibration and pricing options in Heston model
  ☆14Dec 24, 2017Updated 8 years ago
• jshellen / HFT

  View on GitHub
  High Frequency Market Making
  ☆611Sep 24, 2023Updated 2 years ago
• atiselsts / uniswap-lp-articles-code

  View on GitHub
  Code for the Uniswap LP Articles
  ☆23Oct 10, 2023Updated 2 years ago
• pe049395 / Market-Making

  View on GitHub
  Repository for market making ideas
  ☆43Apr 26, 2024Updated last year
• oronimbus / HW1F-HW2F

  View on GitHub
  Hull-White 1/2 Factor Dynamics
  ☆15Aug 20, 2022Updated 3 years ago
• Gabrielvon / QuantWork

  View on GitHub
  ☆12Apr 17, 2021Updated 4 years ago
• silvialava / Deep_quadratic_hedging

  View on GitHub
  ☆12Dec 21, 2022Updated 3 years ago
• June911 / micro-price

  View on GitHub
  replication of micro-price on crytocurrency data
  ☆10Feb 27, 2022Updated 3 years ago
• maalejach / Rough-volatility-model--and--calibration

  View on GitHub
  Implementation of the rough volatility model and its calibration
  ☆10Jul 11, 2020Updated 5 years ago
• moyixinqing / Bates-Model

  View on GitHub
  ☆10Mar 16, 2022Updated 3 years ago
• oronimbus / curve-bootstrapper

  View on GitHub
  A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.
  ☆11Aug 17, 2025Updated 6 months ago
• moritz-voss / Parametric_Optimal_Execution_ML

  View on GitHub
  ☆12Dec 22, 2023Updated 2 years ago
• echalkpad / MTH9894-Algo-Trading

  View on GitHub
  Baruch MFE MTH9894
  ☆13Jun 4, 2017Updated 8 years ago