Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.

A curated list of resources dedicated to Deep Hedging

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tra…

Implementation of the vanilla Deep Hedging engine

Hedging unsing Deep Reinforcement Learning and Deep Learning

Reimplementing QuantLib examples by Python

Minimal implementation and experiments of "No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging".

Zakamouline optimal delta hedging strategy python implementation.

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

Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.