4 results found Sort:

hansbuehler
deephedging hansbuehler
33
159
gpl-3.0
9
Implementation of the vanilla Deep Hedging engine
hedging deep-hedging option-trading
Created 2022-06-30
189 commits to main branch, last one about a year ago
Akshat111111
Hedging-of-Financial-Derivatives Akshat111111
86
59
bsd-3-clause
1
This strategy works for every market condition irrespective of the movement
git data github finance hedging collaborate communityexchange financial-analysis monte-carlo-simulation
Created 2023-08-28
579 commits to main branch, last one a day ago
kgeoffrey
AutoHedge.jl kgeoffrey
10
53
mit
4
Automatic Options Hedging and Backtesting
hedging options delta-hedging options-trading hedging-strategy delta-gamma-hedge options-strategies quantitative-finance greeks-neutralization automatic-differentiation
Created 2019-09-24
62 commits to master branch, last one about a year ago
bottama
Dynamic-Derivatives-Portfolio-Hedging bottama
10
41
unknown
3
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
vega delta greeks hedging bs-model algotrading derivatives dynamic-hedges option-pricing options-trading portfolio-position black-scholes-merton greeks-neutralization
Created 2021-03-12
1 commits to main branch, last one 3 years ago