Implementation of the vanilla Deep Hedging engine

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

This strategy works for every market condition irrespective of the movement

Automatic Options Hedging and Backtesting

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

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

Hedging unsing Deep Reinforcement Learning and Deep Learning

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

Futures-Spot-Arbitrage-Binance-V1

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

Hedging options by using Monte Carlo simulations or real data

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.

A Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.

Quantitative Finance Library & Option Trading Tool

AMM for power perpetuals

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

“On an Even Keel”: Silver Risk, Trade Finance, and Hedging Strategies around the Turn of the Twentieth Century

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.

How to hedge any positive linear gamma instrument using a “Gamma transform”

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