hedging

Implementation of the vanilla Deep Hedging engine

Adaptive hedged requests for Go. Cut your p99 latency with zero configuration. Based on Google's "The Tail at Scale" paper.

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.

Function decoration for backoff and retry — modern, fast, and zero dependencies

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

Hedging unsing Deep Reinforcement Learning and Deep Learning

预测市场对冲套利策略与实战指南 — Polymarket / Opinion 跨平台套利

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

A practical introduction to derivatives pricing and risk : 10 Jupyter notebooks from 17 years on trading desks.

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

Luminara - inspired by “lumen,” light - is a fast, versatile fetch client that works everywhere: browsers, frameworks, and Node.js. Zero dependencies, rich features, maximum flexibility.

Quantitative Finance Library & Option Trading Tool

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.

Onchain exchange for variance swaps.

An adaptive, speculative request-hedging library that automatically cuts p95 tail latency