schepal / delta_hedge

A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.

Date Created 2020-07-07 (4 years ago)

Commits 20 (last one 4 years ago)

Stargazers 68 (0 this week)

Watchers 1 (0 this week)

Forks 10

License unknown

Ranking

RepositoryStats indexes 595,856 repositories, of these schepal/delta_hedge is ranked #382,081 (36th percentile) for total stargazers, and #544,643 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #72,614/119,431.

schepal/delta_hedge is also tagged with popular topics, for these it's ranked: cryptocurrency (#826/1256)

Other Information

schepal/delta_hedge has 1 open pull request on Github, 0 pull requests have been merged over the lifetime of the repository.

All Topics

deribit cryptocurrency options-trading

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0 commits on the default branch (master) since jan '22

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Languages

The only known language in this repository is Python

updated: 2024-12-16 @ 12:21pm, id: 277942535 / R_kgDOEJERBw