Options Dynamic Delta Hedge Simulation
☆16Sep 23, 2020Updated 5 years ago
Alternatives and similar repositories for DynamicDeltaHedge
Users that are interested in DynamicDeltaHedge are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆58Mar 12, 2021Updated 5 years ago
- Simulation of delta hedging☆18Jul 15, 2020Updated 5 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- Finance Dashboard : Built on Flask, Data from OpenBB and Views on Plotly-Dash.☆18Feb 6, 2023Updated 3 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 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.
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- 证券高频量化交易系统，提供抢板、半路板服务。☆11Feb 29, 2024Updated 2 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- ConvWave Searching for Gravitational Waves with Fully Convolutional Neural Nets☆14May 22, 2019Updated 6 years ago
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 3 weeks ago
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 3 months ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- Long Short-Term Memory Neural Networks trained and tested on the TIMIT Acoustic-Phonetic Continuous Speech Corpus.☆11Aug 27, 2017Updated 8 years ago
- ☆18Oct 15, 2021Updated 4 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Collection of useful and working Excel RTD server samples.☆12Sep 4, 2021Updated 4 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- C++ implementation of a Dynamic Delta Hedging strategy for European Options. Delta Hedging is a great strategy for trying to create a neu…☆15Aug 1, 2022Updated 3 years ago
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 10 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- **TIB OS v3.0 (The Indie Tech Investor Operating System)** 是勇麦将**十年投资经验与思考“代码化”**的 AI 投资辅助系统。它将复杂的投资决策流程拆解为 **15 个核心投资元技能 (Prompts)**，并整合…☆43Mar 2, 2026Updated last month
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 6 years ago
- An algorithm that intelligently executes a crypto order over time via Coinbase☆13Oct 26, 2021Updated 4 years ago
- ☆18Jan 19, 2026Updated 2 months ago
- ☆14Sep 16, 2022Updated 3 years ago
- A multi-factor stock selection model based on random forest with an average annualized yield of 33.74% from March 2014 to June 2017 when …☆17Feb 24, 2019Updated 7 years ago
- Option Greeks: Calculation and Visualization☆19Jun 12, 2023Updated 2 years ago
- 量化研究-多因子模型☆23Jul 26, 2023Updated 2 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 5 years ago
- I use various Data Science and machine learning techniques to analyze customer data using STP framework. I preprocessed the data, perform…☆12Apr 26, 2020Updated 5 years ago
- Wordpress hosting with auto-scaling on Cloudways • AdFully Managed hosting built for WordPress-powered businesses that need reliable, auto-scalable hosting. Cloudways SafeUpdates now available.
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Jun 22, 2022Updated 3 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆30Mar 7, 2026Updated last month
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- 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
- Derivation of analytical expressions of optimal quotes for market making in options.☆23Jun 24, 2022Updated 3 years ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆161Jan 17, 2021Updated 5 years ago
- Firstly, multiple effective factors are discovered through IC value, IR value, and correlation analysis and back-testing. Then, XGBoost c…☆21Aug 4, 2020Updated 5 years ago