Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market
☆18Dec 29, 2022Updated 3 years ago
Alternatives and similar repositories for Adjusting-short-straddle-Quant-bot-
Users that are interested in Adjusting-short-straddle-Quant-bot- are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- Self balance bot made in PyBullet using PID and LQR controllers, control-dynamics project☆14Nov 2, 2021Updated 4 years ago
- Repo for Crypto Option Calibration project in CMF☆14Dec 10, 2022Updated 3 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆17Sep 17, 2021Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 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.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 5 months ago
- Python code of complete backtest of Banknifty Option Straddle☆23Feb 5, 2022Updated 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 5 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago
- Repository containing InterIIT BOSCH AGE-GENDER WORK FOR InterIIT TECH MEET 10.0☆10Mar 25, 2022Updated 4 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆17Sep 12, 2020Updated 5 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆10Sep 17, 2021Updated 4 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Phd repo☆18Jul 14, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- Automated Trading Bot using GCP & TD Ameritrade☆15Dec 20, 2020Updated 5 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…☆17Jul 3, 2021Updated 5 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A Python-based Discord bot for trading options contracts/stocks and graphing financial information☆12Jul 28, 2021Updated 5 years ago
- These code have the objetive to calculate all the greeks in a real option contract ( using the Black&Scholes model), greeks like Delta,Th…☆18Jun 26, 2021Updated 5 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- ☆21Nov 4, 2022Updated 3 years 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
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆30Feb 11, 2021Updated 5 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- Detects the pipeline steps for any notebook files based on keywords.☆15Mar 18, 2023Updated 3 years ago
- Deciding the strike price for writing options, based on the Open Interest from the option chain data from NSE(National Stock Exchange)☆15Feb 3, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- Thinkscripts to pull call and option volume☆18Apr 28, 2020Updated 6 years ago
- Method for systematically selecting strikes and managing risk of an SPX-based volatility premium capture strategy. Created by Quant Galor…☆15Apr 5, 2023Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆48Mar 26, 2026Updated 4 months ago
- ⚡ Simplest and most professional TimeSeries forecasting + AutoML. Preprocess → Predict.☆11May 20, 2026Updated 2 months ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- calculate exact black-scholes option value using pytorch autograd and also calculate greeks using either autograd or numerical approximat…☆20Oct 12, 2023Updated 2 years ago