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 Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.
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.
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.
Code for extracting mean-reverting portfolios out of large data sets.
Coding Python targeting hedging and trading.
TQT Seminar/Workshop: Risk Management and Hedging Techniques in Quantitative Finance
This program is created for enterprises, whose businesses requires buying/selling currency, commodities or other assets, given a market price.
Crypto Anti-liquidation Trading Bot (Binance API)
My solution for the Quantitative round of GSIH 2025.
LightGBM-based hedging strategy under Merton's jump diffusion with custom loss and delta approximation
Project on cross-hedging INR-denominated Urals crude using Brent and WTI futures
Autonomous derivative hedging agent using Distributional Reinforcement Learning (TQC) and Transformer networks under Heston Stochastic Volatility.
A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
Deep‑Hedging in PyTorch (MCPG): europäische & amerikanische Optionen mit RSQP‑Risiko, GJR‑GARCH‑Pfade, IV‑Features und Chebyshev‑Pricing inkl. Baselines.
A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error
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