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deephedging hansbuehler

240

gpl-3.0

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

Hedging-of-Financial-Derivatives Akshat111111

bsd-3-clause

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

1,171 commits to main branch, last one 27 days ago

AutoHedge.jl kgeoffrey

mit

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

Dynamic-Derivatives-Portfolio-Hedging bottama

unknown

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