romanmichaelpaolucci / Algorithmic_Delta_HedgingLinks
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
☆63Updated 6 years ago
Alternatives and similar repositories for Algorithmic_Delta_Hedging
Users that are interested in Algorithmic_Delta_Hedging are comparing it to the libraries listed below
Sorting:
- By means of stochastic volatility models☆44Updated 5 years ago
- quantitative - Quantitative finance back testing library☆66Updated 6 years ago
- ☆65Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆71Updated 5 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Updated 3 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Algorithmic multi-greek hedges using Python☆21Updated 5 years ago
- ☆36Updated 8 years ago
- ☆25Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆37Updated 8 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API☆23Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- ☆41Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 8 years ago
- Options Trader written in Python based off the ib_insync library.☆64Updated 2 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 8 months ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- The notebook with the experiments to replicate and enhance the stock clustering proposed by Han(2022) for alogtrading, with KMeans Optimi…☆22Updated last year
- Different quantitative trading models research☆55Updated last year
- Time Series Prediction of Volume in LOB☆60Updated last year