Alternatives and similar repositories for Deep-Hedging:

Users that are interested in Deep-Hedging are comparing it to the libraries listed below

• YuMan-Tam / deep-hedging
  Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
  ☆158Updated 4 years ago
• tdmdal / rl-hedge-2019
  ☆49Updated 4 years ago
• pnecchi / Thesis
  Reinforcement Learning for Automated Trading
  ☆88Updated 8 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆76Updated 3 years ago
• mjuchli / ctc-executioner
  Master Thesis: Limit order placement with Reinforcement Learning
  ☆175Updated 6 years ago
• CFMTech / Deep-RL-for-Portfolio-Optimization
  Deep Reinforcement Learning for Portfolio Optimization
  ☆118Updated 5 years ago
• maxlamberti / time-series-momentum
  🚂💨 Deep Momentum Networks for Time Series Strategies
  ☆119Updated 5 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆60Updated last year
• arraystream / fftoptionlib
  FFT-based Option Pricing Methods in Python
  ☆59Updated 6 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆118Updated last year
• enjine-com / mcos
  Implementation of Monte Carlo Optimization Selection from the paper "A Robust Estimator of the Efficient Frontier"
  ☆56Updated last year
• JJJerome / mbt_gym
  mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…
  ☆157Updated last year
• esvhd / pypbo
  Probability of Backtest Overfitting in Python
  ☆124Updated last year
• hudson-and-thames / portfoliolab
  PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…
  ☆165Updated 3 years ago
• vermouth1992 / drl-portfolio-management
  CSCI 599 deep learning and its applications final project
  ☆153Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆89Updated 6 years ago
• zcakhaa / Multi-Horizon-Forecasting-for-Limit-Order-Books
  ☆199Updated 2 years ago
• weiguanwang / Hedging_Neural_Networks
  Code for the paper "Hedging with linear regressions and neural networks"
  ☆36Updated 3 years ago
• gaurav1086 / dl-algo-trader
  Training an Agent to make automated trading decisions in a simulated stochastic market environment using Reinforcement Learning or Deep Q…
  ☆87Updated 5 years ago
• shilewenuw / deep-learning-portfolio-optimization
  ☆71Updated 4 years ago
• Yizhan-Oliver-Shu / jump-models
  Statistical Jump Models in Python, with scikit-learn-style APIs
  ☆69Updated 3 months ago
• AchillesJJ / DSR
  differential Sharpe ratio
  ☆33Updated 5 years ago
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆109Updated 6 years ago
• marketneutral / pairs-trading-with-ML
  ☆211Updated 7 years ago
• FinancialComputingUCL / LOBFrame
  We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
  ☆157Updated 11 months ago
• mfrdixon / dq-MM
  Deep Q-Learning for Market Making
  ☆122Updated 6 years ago
• alexbotsula / XTX_Challenge
  Models and programs developed as part of XTX Forecastin Challenge 2019
  ☆26Updated last year
• rubenbriones / Probabilistic-Sharpe-Ratio
  Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)
  ☆124Updated 4 years ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆84Updated 8 months ago
• firmai / research
  Notebooks based on financial machine learning.
  ☆50Updated 4 years ago