ayush-agarwal-0502 / Adjusting-short-straddle-Quant-bot-
Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market
☆13Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Adjusting-short-straddle-Quant-bot-
- This repo is for my articles published on Medium.com☆15Updated last year
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆20Updated last year
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Updated 3 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆13Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆20Updated last year
- ☆12Updated last year
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆13Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆31Updated 4 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- ☆17Updated 4 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆10Updated 3 years ago
- Dynamic portfolio optimization☆17Updated 10 months ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- Collection of Models related to market making☆14Updated 3 years ago
- Simulation of delta hedging☆15Updated 4 years ago
- Quantitative Developer/Strategist/Researcher Roles☆25Updated 6 months ago
- ☆23Updated 3 weeks ago
- Find trading pairs with Machine Learning☆42Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- Baruch course - Market Microstructure☆10Updated 8 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆16Updated last year
- By means of stochastic volatility models☆41Updated 4 years ago
- Contains all the Jupyter Notebooks used in our research☆14Updated 4 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 2 years ago
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆11Updated last year
- Vanna-volga pricer for fx options☆8Updated 5 years ago
- Library for simulation and analysis of vanilla and exotic options☆30Updated 4 years ago
- Market making strategies and scientific papers☆12Updated last year
- Implements different approaches to tactical and strategic asset allocation☆26Updated last year