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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Updated
Mar 12, 2021 - Python
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Hedging unsing Deep Reinforcement Learning and Deep Learning
Hedging options by using Monte Carlo simulations or real data
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.
Coding Python targeting hedging and trading.
Code for extracting mean-reverting portfolios out of large data sets.
This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.
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