hedging

There are 3 repositories under hedging topic.

• mgroncki / IPythonScripts

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

  quantitive-financepricing-derivativeshedgingmachine-learningdeep-learningmonte-carlomonte-carlo-simulationxvacvacounterparty-credit-risk
  Language:Jupyter Notebook 141

• hansbuehler / deephedging

  Implementation of the vanilla Deep Hedging engine

  deep-hedginghedgingoption-trading
  Language:Jupyter Notebook 131

• kgeoffrey / AutoHedge.jl

  Automatic Options Hedging and Backtesting

  delta-hedginghedginghedging-strategyoptionsoptions-strategiesoptions-tradingquantitative-financeautomatic-differentiationdelta-gamma-hedgegreeks-neutralization
  Language:Julia 52

• Akshat111111 / Hedging-of-Financial-Derivatives

  This strategy works for every market condition irrespective of the movement

  collaboratecommunityexchangedatafinancefinancial-analysisgitgithubhedgingmonte-carlo-simulation
  Language:Jupyter Notebook 42

• bottama / Dynamic-Derivatives-Portfolio-Hedging

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

  options-tradingoption-pricingblack-scholes-mertonderivativeshedginggreeks-neutralizationgreeksportfolio-positiondeltavegadynamic-hedgesbs-modelalgotrading
  Language:Python 40

• FinancialEngineerLab / finefinance

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

  financceeconomicseconometricsfinancial-engineeringderivativesoptions-pricingoptionsfuturesswaphedgingtrading-algorithmstermstructure
  Language:Jupyter Notebook 22

• fschur / Deep-Reinforcement-Learning-for-Hedging

  Hedging unsing Deep Reinforcement Learning and Deep Learning

  reinforcement-learninghedgingfinancial-engineeringdeep-learning
  Language:Python 21

• samsonq / Thesis

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

  hedgingoptionsoptions-pricingdeep-reinforcement-learningreinforcement-learning
  Language:TeX 18

• matrix-tang / Futures-Spot-Arbitrage-Binance-V1

  Futures-Spot-Arbitrage-Binance-V1

  arbitragearbitrage-trading-poolbinancebinance-apibinance-botfdusdhedginghedging-strategystable-coinusdcusdt
  Language:Rust 10

• caramel2001 / Warrant-Hedging

  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.

  black-scholesdelta-hedginghedgingoption-pricingpythonwarrant-pricingimplied-volatility
  Language:Jupyter Notebook 6

• PavanAnanthSharma / Dynamic-Delta-Hedging

  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

  hedgingoptions-tradingpythonquantitative-financetradingtrading-strategies
  Language:Jupyter Notebook 5

• ITNeri / Dynamic_Delta_Hedging

  Hedging options by using Monte Carlo simulations or real data

  black-scholeshedgingjump-diffusionmonte-carlo-methods
  Language:Python 4
• even-keel

  michaelschiltz / even-keel

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

  asiafinancehedginghistoryjapan
  4

• thk-cheng / Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon

  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

  derivatives-pricingstochastic-calculusquantitative-financemonte-carlo-simulationdifferential-evolutionpartial-differential-equationsstochastic-differential-equationsprobabilityrisk-managementrisk-neutral-probabilityhedging
  Language:C++ 3

• AneeshKamat4 / QAOA-Portfolio-Generator

  A portfolio generator developed by QuantYantriki for the QSTH 2022 - a quantum hackathon organized by the Quantum Ecosystems and Technology Council of India (QETCI). It utilizes quantum annealing and quantum approximate optimization algorithms using a feedback-based metaheuristic that incorporates classical optimization tools to improve solutions.

  hedgingoptimizationqaoaquantum-annealing
  Language:Python 2

• ap-browning / persisters

  Supplementary code for "Persistence as an optimal hedging strategy"

  bacterial-persistencehedgingmathematical-financestochastic-differential-equationsoptional-control
  Language:MATLAB 2

• btobin0 / Python-Hedging-Trading

  Coding Python targeting hedging and trading.

  hedgingtradingstock-marketfinancefintechfinancial-analysisstock-analysispython3python-programming
  Language:Python 2

• HapticFinance / gamma-transform

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

  defigreekshedgingsqueethuniswap-v3
  Language:R 2

• JuanCarlos0001 / GaussianP-Option-price-interpolation

  gaussian-processeshedginginterpolation-methodskernel-methods
  Language:Jupyter Notebook 2

• nullspacemse / Finance101

  This repository contains PDF documents and code implementations related to Finance concepts.

  hedgingpythondatetimestock-marketfutures
  Language:Jupyter Notebook 2

• achen831008 / DerivativeSecurities

  Options, Futures, Hedging, and Other Derivatives

  derivativesfinanceoptionsfutureshedgingportfolio
  1

• kyz128 / AFP-Using-Python

  Arbitrage-free Pricing of Fixed Income Securities Using Python

  hedgingbackward-inductioninterest-rate-productsbond-pricingyields
  Language:Jupyter Notebook 1

• MauritsBrinkman / quant-stuff

  Code for extracting mean-reverting portfolios out of large data sets.

  computational-financefinancemachine-learning-algorithmsmathematicsstatisticshedgingquantative-analysisquantative-financequantative-tradingtrading
  Language:Python 1

• olesyamba / Risk_analysis

  Repository represents python usability of measuring and managing risks (practice tasks and real cases)

  credit-riskexpected-shortfallhedgingjyputer-notebookmarket-riskportfolio-riskpythonrisk-measuresrisk-modellingvalue-at-risk
  Language:Jupyter Notebook 1

• ceynri / request-hedging

  Request hedging policy in the frontend.

  frontendgrpcnpmpnpmrequesttypescripthedging
  Language:TypeScript 0

• GabrielBuzik / Efficient-Risk-Management-Solution

  This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.

  derivativesfinancequantitative-financefx-ratehedginginvestment-analysismonte-carlo-simulation
  Language:Python 0

• reprotc / limitations

  Code and files. Working paper: "Reporting of study limitations and hedging in articles with and without causal diagrams"

  biascausalityhedgingreporting
  0

• rohitTheSupplyChainGuy / what-the-hedge

  hedging
  Language:HTML 0

• s-brez / accenture-hackathon-2019

  DeFi Bank Backend - High interest rate USD-pegged account free from rate cuts and inflation.

  defibankinginvestmenthedgingrisk-managementbitcoincirclepoloniexbitmexderivativesfuturestradinghackathon
  Language:Jupyter Notebook 0

• 1pkg / hedgehog

  Hedgehog 🦔: http hedged transport in go

  gogolanghttprequestshedgedhedging
  Language:Go

• AlluSu / hedging-simulation

  Simulating different hedging strategies on Apple's stock option data

  hedginghedging-strategyoption-strategiesquantitative-finance
  Language:Jupyter Notebook

• monouns / Portfolio-Allocation-tutorial

  Portfolio allocation tutorial with python

  colab-notebookipynb-jupyter-notebookportfoliopythontutorialhedgingportfolio-allocation
  Language:Jupyter Notebook

• neonhedge / xeonprotocol.github.io

  Universal ERC20 Hedging and Lending Platform. Building through recursive improvements

  erc20hedginglendingotcrevenuestaking
  Language:JavaScript

• VitamintK / kelly-hedge

  A javascript calculator that tells you how much to hedge a bet in order to maximize E[log(wealth)]

  gamblinghedgingkelly-bettingkelly-criterionkelly-modellog-utilitysports-betting
  Language:TypeScript

• zstoi / Thesis

  Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and Hedging

  black-scholes-mertonderivativeshedgingoffline-reinforcement-learningoption-pricingqlbs