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
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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
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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Aug 9, 2025 - Python
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
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