Delta hedging under SABR model
☆49May 14, 2024Updated 2 years ago
Alternatives and similar repositories for Optimal-Hedging
Users that are interested in Optimal-Hedging are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Fama-French models, idiosyncratic volatility, event study☆36Jul 16, 2022Updated 3 years ago
- High-frequency statistical arbitrage☆262Jul 30, 2023Updated 2 years ago
- An asynchronous low-latency trading system☆66Mar 30, 2024Updated 2 years ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆32Jan 2, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Simulation of delta hedging☆18Jul 15, 2020Updated 5 years ago
- Calibration and Simulation Engine for Local Volatility Models☆16Dec 13, 2021Updated 4 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- ☆13Mar 11, 2021Updated 5 years ago
- Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.☆38Apr 24, 2023Updated 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 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆23Mar 7, 2024Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆50Jul 22, 2020Updated 5 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆575Sep 20, 2022Updated 3 years ago
- QuantMinds Rough Volatility Workshop lectures☆71Sep 6, 2025Updated 8 months ago
- Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathe…☆19Apr 30, 2021Updated 5 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- NSE Nifty Derivatives OI analysis using Python and Excel.☆37Oct 22, 2020Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Bitmex market microstructure analytics☆23Feb 24, 2021Updated 5 years ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- A system for implementing a time-series momentum approach, historically and in production.