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

Hedging unsing Deep Reinforcement Learning and Deep Learning

Hedging options by using Monte Carlo simulations or real data

Quantitative Finance Library & Option Trading Tool

A Python-based trading bot and backtesting framework that hedges impermanent loss in Uniswap V2 ETH/USDC liquidity pools using Binance perpetual contracts.

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

Coding Python targeting hedging and trading.

Unified resilience toolkit for Python: retry, circuit breaker, timeout, rate limit, bulkhead, hedging. Zero deps, sync + async.

Find optimal hedging opportunities for sportsbook bonus bets with guaranteed profit calculations across multiple books

Quantitative FX risk engine that scores currency exposure by Monte Carlo simulation and recommends the optimal hedge for importers.

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.

TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance

Crypto Anti-liquidation Trading Bot (Binance API)

Engine for concentrated liquidity provision with dynamic IL hedging via perps and automated range rebalancing. Uses volatility-driven tick sizing, EWMA estimators, and fee-density optimization with gas-aware execution logic.

My solution for the Quantitative round of GSIH 2025.

A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error

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

Develops Local Volatility model to compute min variance delta, adjusted for Vol Smile and changes in vol futures surface curve (allows more precise delta hedging)

Multi-turn LLM red-teaming framework using PAIR to measure behavioral drift and alignment decay across adversarial turns.