Python code for a trading strategy based on time value performed in the SSE 50ETF option market.
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Mar 30, 2022 - Python
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hedging-strategy
Here are 11 public repositories matching this topic...
A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error
machine-learning options deep-learning tensorflow keras deep-learning-algorithms global-optimization black-scholes hedging options-trading geometric-brownian-motion hedging-strategy deep-hedging black-scholes-model
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Aug 12, 2025 - Python
Solutions for hedging strategy, Automated Market Making strategy and Exotic Options Pricing made as a part of Goldman Sachs India Hackathon 2025.
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Jun 29, 2025 - Python
Automate your crypto trading with AutoHedge, an AI-driven hedge fund using swarm intelligence for autonomous market analysis, risk management, and execution on Solana.
finance options ai automatic-differentiation quant quantitative-finance hedging hedgefund goldmansachs blackrock jpmorgan options-strategies delta-hedging greeks-neutralization hedging-strategy delta-gamma-hedge
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Oct 14, 2026 - Python
Black–Scholes powered Python framework for options trading — featuring volatility forecasting, market microstructure analysis, and backtesting tools for building and deploying advanced trading strategies.
python finance data-science machine-learning trading-strategies quantitative-finance investment algorithmic-trading quantitative-trading black-scholes risk-management backtesting options-trading financial-modeling volatility-forecasting hedging-strategy
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Dec 31, 2025 - Python
A Python-based quantitative finance tool for pricing European options and calculating first and second-order Greeks. Features vectorized NumPy computations and comprehensive risk dashboards for derivatives analysis
python quantitative-finance mathematical-modelling black-scholes risk-management financial-engineering vectorized-computation derivatives-pricing option-greeks python-finance hedging-strategy
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Jan 17, 2026 - Python
Calibrate the SABR stochastic volatility model to SPX implied volatility surfaces and benchmark smile-aware delta-hedging strategies against the Black–Scholes baseline.
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Mar 30, 2026 - Python
CLI & Python library to calculate sports bet hedging scenarios — guaranteed profit regardless of outcome
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Feb 20, 2026 - Python
Does the covariance estimator change out-of-sample hedging of SOFR swap risk? Not for the hedge, no estimator beats the equal-weighted sample consistently. It matters for the risk forecast, EWMA removes the overstated unhedged risk and shrinkage overstates hedged risk 2.5 to 4 times.
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Oct 29, 2026 - Python
A Data-Driven Decision Support System to optimize industrial energy procurement and mitigate tail risks in the Spanish electricity market (Spot/Futures hedging). Developed for the Advanced Business Analytics course (42578) at DTU.
python machine-learning reinforcement-learning risk-management decision-support-system business-analytics electricity-prices energy-markets hedging-strategy mibel
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May 3, 2026 - Python
Solutions for hedging strategy, Automated Market Making strategy and Exotic Options Pricing made as a part of Goldman Sachs India Hackathon 2025
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Sep 1, 2026 - Python
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