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financial-machine-learning/generated_wiki/derivatives_and_hedging.md
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| <sub>repo</sub> | <sub>comment</sub> | <sub>created_at</sub> | <sub>last_commit</sub> | <sub>star_count</sub> | <sub>repo_status</sub> | <sub>rating</sub> |
|:-----------------------------------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------|:-------------------------------|:-------------------------------|:------------------------|:------------------------------------|:--------------------|
| <sub>[Options](https://github.com/PHBS/2018.M1.ASP/tree/master/py)</sub> | <sub>Black Scholes and Copula.</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>nan</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Derivative Markets](https://github.com/broughtj/Fin6470/tree/master/Notebooks)</sub> | <sub>The economics of futures, futures, options, and swaps.</sub> | <sub>2/9/16 5:30</sub> | <sub>4/6/21 20:49</sub> | <sub>8.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)</sub> | <sub>Volatility derivatives analytics.</sub> | <sub>10/21/16 4:12</sub> | <sub>2/22/21 13:32</sub> | <sub>79.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[tda-api](https://github.com/alexgolec/tda-api)</sub> | <sub>NEW</sub> | <sub>2020-04-03 21:19:12</sub> | <sub>2021-04-12 03:12:03</sub> | <sub>649.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Strata](https://github.com/OpenGamma/Strata)</sub> | <sub>NEW</sub> | <sub>2014-06-16 11:45:55</sub> | <sub>2021-04-12 06:32:06</sub> | <sub>607.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[FinanceDatabase](https://github.com/JerBouma/FinanceDatabase)</sub> | <sub>NEW</sub> | <sub>2021-01-28 18:36:09</sub> | <sub>2021-04-08 11:10:46</sub> | <sub>595.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[gs-quant](https://github.com/goldmansachs/gs-quant)</sub> | <sub>NEW</sub> | <sub>2018-12-14 21:10:40</sub> | <sub>2021-03-25 15:33:58</sub> | <sub>584.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[wallstreet](https://github.com/mcdallas/wallstreet)</sub> | <sub>NEW</sub> | <sub>2016-01-20 22:03:39</sub> | <sub>2019-08-09 23:14:52</sub> | <sub>570.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[algotrader](https://github.com/torreyleonard/algotrader)</sub> | <sub>NEW</sub> | <sub>2018-04-10 02:31:26</sub> | <sub>2020-08-27 08:16:44</sub> | <sub>477.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[FinancePy](https://github.com/domokane/FinancePy)</sub> | <sub>NEW</sub> | <sub>2019-10-27 15:04:56</sub> | <sub>2021-03-11 21:40:14</sub> | <sub>441.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Hull White](https://github.com/rstreppa/valuation-callables-HullWhite/blob/master/CallableBond_HullWhite.ipynb)</sub> | <sub>Callable Bond, Hull White.</sub> | <sub>6/6/18 22:06</sub> | <sub>6/6/18 22:27</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[optopsy](https://github.com/michaelchu/optopsy)</sub> | <sub>NEW</sub> | <sub>2017-09-17 01:49:54</sub> | <sub>2020-12-07 17:00:58</sub> | <sub>393.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[StockSharp](https://github.com/StockSharp/StockSharp)</sub> | <sub>NEW</sub> | <sub>2014-12-08 07:53:44</sub> | <sub>2021-04-07 10:55:36</sub> | <sub>3924.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Derivatives Python](https://github.com/yhilpisch/dawp/tree/master/python36)</sub> | <sub>Derivative analytics with Python.</sub> | <sub>7/9/15 12:27</sub> | <sub>2/22/21 13:29</sub> | <sub>388.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[akshare](https://github.com/jindaxiang/akshare)</sub> | <sub>NEW</sub> | <sub>2019-10-01 07:34:12</sub> | <sub>2021-04-13 11:18:53</sub> | <sub>3374.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Options](https://github.com/QuantConnect/Tutorials/tree/master/06%20Introduction%20to%20Options%5B%5D)</sub> | <sub>Introduction to options.</sub> | <sub>7/28/17 15:48</sub> | <sub>3/17/21 17:17</sub> | <sub>335.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Options-Trading-Strategies-in-Python](https://github.com/PyPatel/Options-Trading-Strategies-in-Python)</sub> | <sub>NEW</sub> | <sub>2017-08-30 06:00:15</sub> | <sub>2019-08-21 15:47:57</sub> | <sub>317.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)</sub> | <sub>Advanced derivatives.</sub> | <sub>3/2/18 23:53</sub> | <sub>7/17/18 23:32</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[tai](https://github.com/fremantle-industries/tai)</sub> | <sub>NEW</sub> | <sub>2017-07-28 03:07:18</sub> | <sub>2021-04-12 22:40:47</sub> | <sub>273.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[QLNet](https://github.com/amaggiulli/QLNet)</sub> | <sub>NEW</sub> | <sub>2013-08-22 14:51:43</sub> | <sub>2021-03-02 18:39:41</sub> | <sub>259.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[tf-quant-finance](https://github.com/google/tf-quant-finance)</sub> | <sub>NEW</sub> | <sub>2019-07-24 16:09:50</sub> | <sub>2021-04-13 22:09:00</sub> | <sub>2569.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Options_Data_Science](https://github.com/yugedata/Options_Data_Science)</sub> | <sub>NEW</sub> | <sub>2020-12-09 04:51:20</sub> | <sub>2021-04-05 03:55:22</sub> | <sub>238.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[trading-server](https://github.com/s-brez/trading-server)</sub> | <sub>NEW</sub> | <sub>2019-03-05 03:06:19</sub> | <sub>2021-03-08 02:37:08</sub> | <sub>209.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Option Strategies](https://github.com/rstreppa/valuation-OptionStrategies)</sub> | <sub>Valuation of Vanilla and Exotic option strategies (Butterfly, Risk Reversal etc.) with widget animations.</sub> | <sub>5/22/18 18:27</sub> | <sub>5/22/18 18:30</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[trade-frame](https://github.com/rburkholder/trade-frame)</sub> | <sub>NEW</sub> | <sub>2016-07-24 15:25:30</sub> | <sub>2020-11-09 01:16:46</sub> | <sub>188.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[quant-trading](https://github.com/je-suis-tm/quant-trading)</sub> | <sub>NEW</sub> | <sub>2018-04-03 14:08:14</sub> | <sub>2021-04-13 18:37:15</sub> | <sub>1771.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[paperbroker](https://github.com/philipodonnell/paperbroker)</sub> | <sub>NEW</sub> | <sub>2017-07-06 02:04:51</sub> | <sub>2018-04-08 18:37:57</sub> | <sub>175.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[MarketAnalysis](https://github.com/Poseyy/MarketAnalysis)</sub> | <sub>NEW</sub> | <sub>2019-03-28 19:46:34</sub> | <sub>2020-08-06 05:15:46</sub> | <sub>170.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Computational Derivatives](https://github.com/chenbowen184/Computational_Finance)</sub> | <sub>Projects focusing on investigating simulations and computational techniques applied in finance.</sub> | <sub>1/29/18 5:01</sub> | <sub>8/2/18 5:56</sub> | <sub>17.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[AlgorithmicTrading](https://github.com/JerBouma/AlgorithmicTrading)</sub> | <sub>NEW</sub> | <sub>2019-03-14 09:33:37</sub> | <sub>2021-02-03 22:29:07</sub> | <sub>168.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[openAlgo](https://github.com/mtompkins/openAlgo)</sub> | <sub>NEW</sub> | <sub>2013-05-28 14:46:53</sub> | <sub>2017-03-24 20:00:24</sub> | <sub>160.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub> | <sub>Hedging portfolios with reinforcement learning.</sub> | <sub>4/21/17 10:58</sub> | <sub>8/2/17 21:41</sub> | <sub>16.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[huobi_futures_Python](https://github.com/hbdmapi/huobi_futures_Python)</sub> | <sub>NEW</sub> | <sub>2020-01-14 07:21:39</sub> | <sub>2021-03-02 07:30:13</sub> | <sub>137.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[fast_arrow](https://github.com/westonplatter/fast_arrow)</sub> | <sub>NEW</sub> | <sub>2018-07-19 23:15:25</sub> | <sub>2020-04-18 18:05:37</sub> | <sub>127.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[robin_stocks](https://github.com/jmfernandes/robin_stocks)</sub> | <sub>NEW</sub> | <sub>2018-02-23 00:49:37</sub> | <sub>2021-02-27 17:48:43</sub> | <sub>1012.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub> | <sub>Options pricing.</sub> | <sub>12/9/17 18:50</sub> | <sub>7/9/18 9:48</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Derman](https://github.com/rstreppa/valuation-convertibles-Goldman1994/blob/master/ConvertibleBond_Goldman1994_Derman.ipynb)</sub> | <sub>Binomial tree for American call.</sub> | <sub>5/18/18 18:08</sub> | <sub>9/21/18 19:59</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Options Risk Measures](https://github.com/wanglouis49/risk_estimation)</sub> | <sub>Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling).</sub> | <sub>4/29/16 3:51</sub> | <sub>1/16/18 1:24</sub> | <sub>1.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
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