Algorithmic multi-greek hedges using Python
☆22Dec 6, 2020Updated 5 years ago
Alternatives and similar repositories for Algorithmic_Portfolio_Hedging
Users that are interested in Algorithmic_Portfolio_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:
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆66Jan 5, 2020Updated 6 years ago
- Genetic based optimization prior to standard backpropagation, the accompanying medium article can be found here☆16Jan 3, 2020Updated 6 years ago
- Library for simulation and analysis of vanilla and exotic options☆35May 23, 2020Updated 6 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆13Nov 14, 2017Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- ☆24Sep 14, 2021Updated 5 years ago
- ☆14Apr 16, 2022Updated 4 years ago
- https://practicemarketmaking.com☆17Jun 24, 2025Updated last year
- Contains the code for my financial machine learning articles☆50Oct 1, 2020Updated 6 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Risk tools for commodities trading and finance☆43Aug 30, 2026Updated last month
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆29Oct 2, 2020Updated 6 years ago
- This is the basic setup for a Tweepy stream using Twitter's v2 API.☆10Jun 3, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Notebook fitting a Bayesian Gaussian mixture model via stochastic variational inference w/ TensorFlow 2.0☆14Jun 13, 2019Updated 7 years ago
- My Collection of NinjaTrader Custom Indicator☆17Aug 11, 2016Updated 10 years ago
- database for securities, with import from Quandl / Yahoo and ingest to zipline☆12Jan 10, 2021Updated 5 years ago
- These are my implementation of some problems that are part of this course.☆11May 4, 2022Updated 4 years ago
- Learn how to research fundamental factors using Pipeline, Alphalens, and Sharadar price and fundamental data.☆16Apr 23, 2024Updated 2 years ago
- Convert any value to code☆12Jul 1, 2023Updated 3 years ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- A Python library for mathematical finance☆667Oct 31, 2023Updated 2 years ago
- Comunicação entre Mql5 e Python via sockets☆19May 18, 2018Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆13Aug 1, 2023Updated 3 years ago
- ☆18Jul 16, 2023Updated 3 years ago
- Программа ТАХОМЕТР ТРЕЙДЕРА для получения исторических данных по акциям☆13Feb 16, 2024Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17May 9, 2024Updated 2 years ago
- Stock trading based on MACD indicator, using NEAT and naive algorithm☆33Feb 8, 2022Updated 4 years ago
- ☆26May 3, 2024Updated 2 years ago
- Modular backtesting tools (Python)☆14Aug 18, 2025Updated last year
- A python program to implement the discrete binomial option pricing model☆84Apr 5, 2022Updated 4 years ago
- Analises de dados da API do Banco Central do Brasil☆14Sep 13, 2019Updated 7 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Quantitative analysis, from data processing and trading signal generation to portfolio management. Using machine learning to generate t…☆14Nov 21, 2022Updated 3 years ago
- Hedging portfolios with reinforcement learning.☆36Aug 2, 2017Updated 9 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)☆43Oct 10, 2020Updated 6 years ago
- Open-source asset-liability model.☆29Sep 29, 2026Updated 2 weeks ago
- Production multi-asset portfolio construction and rolling backtesting in Python☆98Updated this week
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆32Aug 25, 2023Updated 3 years ago