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Updated
Jun 10, 2021 - Python
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delta-hedging
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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.
options
interpolation
option-pricing
black-scholes
hedging
interpolation-methods
options-trading
interpolation-techniques
svi
black-scholes-merton
delta-hedging
schwab-api
black-scholes-model
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Updated
Oct 22, 2024 - Python
Option pricing and Delta hedging performance comparison between Black and Scholes vs Artificial Neural Network
python
finance
machine-learning
pricing
derivatives
black-scholes
artifical-neural-network
r-studio
garch-model
delta-hedging
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Updated
Nov 25, 2020 - Python
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