ayush-agarwal-0502 / Adjusting-short-straddle-Quant-bot-Links
Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market
☆16Updated 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
Sorting:
- Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.☆26Updated last year
- Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.☆11Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 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…☆16Updated 4 years ago
- Simulation of delta hedging☆18Updated 5 years ago
- ☆26Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆24Updated 2 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆62Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆47Updated 4 years ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆38Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆56Updated 4 years ago
- • Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model…☆15Updated 2 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆12Updated 9 months ago
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated 2 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆16Updated 3 years ago
- Different quantitative trading models research☆53Updated 8 months ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆66Updated 2 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆30Updated 3 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆35Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated 4 months ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- ☆24Updated 5 years ago
- Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.☆16Updated 4 years ago
- stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.☆38Updated last year
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Updated 7 years ago
- ☆41Updated 4 years ago
- ☆42Updated 2 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆14Updated 2 years ago