#Delta-hedging
Showing 4 of 4 repositories tagged #delta-hedging, ranked by stars
kgeoffrey
AutoHedge.jl
Automatic Options Hedging and Backtesting
Score
100
★ 81
⑂ 16
—
Julia
ayush-agarwal-0502
Adjusting-short-straddle-Quant-bot-
Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market
Score
0
★ 18
⑂ 1
—
Jupyter Notebook
Grefer
DeltaLab
Dynamic Hedging Backtesting Engine
Score
33
★ 13
⑂ 6
+1/day
Python
adityatomar15
options-market-making
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.
Score
67
★ 13
⑂ 10
+1/day
C++