hedging

Implementation of the vanilla Deep Hedging engine

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• Jupyter Notebook

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

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• Jupyter Notebook

Adaptive hedged requests for Go. Cut your p99 latency with zero configuration. Based on Google's "The Tail at Scale" paper.

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• Go

This strategy works for every market condition irrespective of the movement

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• Jupyter Notebook

Automatic Options Hedging and Backtesting

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• Julia

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

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• Python

KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

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• Jupyter Notebook

Hedging unsing Deep Reinforcement Learning and Deep Learning

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• Python

Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

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• TeX

Futures-Spot-Arbitrage-Binance-V1

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• Rust

预测市场对冲套利策略与实战指南 — Polymarket / Opinion 跨平台套利

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Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments include spot, forward, and futures contracts. DDH helps traders manage the Delta or Gamma of a portfolio without monitoring it

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• Jupyter Notebook

Hedging options by using Monte Carlo simulations or real data

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• Python

Luminara - inspired by “lumen,” light - is a fast, versatile fetch client that works everywhere: browsers, frameworks, and Node.js. Zero dependencies, rich features, maximum flexibility. if you found value in my work, you can contribute here - https://buymeacoffee.com/jonathan.miller

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• JavaScript

Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.

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• Jupyter Notebook

Quantitative Finance Library & Option Trading Tool

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• Python

Market maker for variance swaps

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• Solidity

A Python-based trading bot and backtesting framework that hedges impermanent loss in Uniswap V2 ETH/USDC liquidity pools using Binance perpetual contracts.

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• Python

The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017

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• C++

Experience the convergence of reinforcement learning and finance in this project, which implements a Q-learning agent for option pricing under the Black–Scholes model. Leveraging Monte Carlo simulation, B-spline basis functions, and a variance-based reward, the agent learns optimal hedging strategies to generate accurate, risk-neutral option price.

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• Jupyter Notebook