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 2 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
- ☆13Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆23Updated 2 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…☆15Updated 3 years ago
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆21Updated last year
- Market making strategies and scientific papers☆13Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 2 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆28Updated last year
- ☆19Updated 4 years ago
- Backtesting a simple Buy Low Sell High Strategy☆9Updated 3 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆17Updated 2 years ago
- This repo is for my articles published on Medium.com☆15Updated last year
- Collection of Models related to market making☆15Updated 3 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆10Updated 2 years ago
- 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
- Simulation of delta hedging☆15Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Dynamic portfolio optimization☆19Updated last year
- experiments with crypto trading☆15Updated 5 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Updated 4 years ago
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆11Updated 3 years ago
- By means of stochastic volatility models☆42Updated 4 years ago
- ☆26Updated 4 months ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 3 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
- Quantitative Developer/Strategist/Researcher Roles☆28Updated 8 months ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 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…☆11Updated 3 years ago
- Repository containing code for article: Quantconnect – A Complete Guide on https://algotrading101.com/☆14Updated 4 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Updated 4 years ago
- ☆14Updated 2 years ago