GitHub / kgeoffrey / AutoHedge.jl

Automatic Options Hedging and Backtesting

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/kgeoffrey%2FAutoHedge.jl
PURL: pkg:github/kgeoffrey/AutoHedge.jl

Stars: 53
Forks: 22
Open issues: 1

License: mit
Language: Julia
Size: 587 KB
Dependencies parsed at: Pending

Created at: almost 6 years ago
Updated at: about 2 years ago
Pushed at: about 2 years ago
Last synced at: about 2 years ago

Topics: automatic-differentiation, delta-gamma-hedge, delta-hedging, greeks-neutralization, hedging, hedging-strategy, options, options-strategies, options-trading, quantitative-finance

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