07815g's starred repositories
rl-bsmodel-with-costs
Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy gradient.
AutoHedge.jl
Automatic Options Hedging and Backtesting
Algorithmic_Delta_Hedging
A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization
dynamic-hedging
Options delta neutrality as a crypto native uncorrelated asset class
delta_hedge
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
options-market-making
A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging