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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>[Volatility and Variance Derivatives](https://github.com/yhilpisch/lvvd/tree/master/lvvd)</sub> | <sub>Volatility derivatives analytics.</sub> | <sub>2016-10-21 04:12:50</sub> | <sub>2021-05-15 10:12:38</sub> | <sub>91.0</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>2021-12-03 12:10:52</sub> | <sub>900.0</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>2016-02-09 05:30:27</sub> | <sub>2021-04-15 16:02:59</sub> | <sub>9.0</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>2021-12-02 14:00:47</sub> | <sub>890.0</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>2021-12-05 03:01:16</sub> | <sub>881.0</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>2021-07-09 21:03:50</sub> | <sub>723.0</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>2021-12-03 18:58:50</sub> | <sub>689.0</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>2021-12-09 18:16:26</sub> | <sub>650.0</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>521.0</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>2018-06-06 22:06:06</sub> | <sub>2018-06-06 22:27:02</sub> | <sub>5.0</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>2021-06-04 16:13:34</sub> | <sub>496.0</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>2021-12-10 19:03:27</sub> | <sub>4584.0</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>2015-07-09 12:27:29</sub> | <sub>2021-02-22 13:29:18</sub> | <sub>431.0</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>2021-12-11 16:29:11</sub> | <sub>4309.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Delta Hedging](https://github.com/RobinsonGarcia/delta-hedging)</sub> | <sub>Advanced derivatives.</sub> | <sub>2018-03-02 23:53:53</sub> | <sub>2018-07-17 23:32:23</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</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>2018-05-22 18:27:26</sub> | <sub>2018-05-22 18:30:24</sub> | <sub>4.0</sub> | <sub>:heavy_multiplication_x:</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>2017-07-28 15:48:29</sub> | <sub>2021-10-11 20:34:56</sub> | <sub>394.0</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>390.0</sub> | <sub>:heavy_multiplication_x:</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>354.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[tai](https://github.com/fremantle-industries/tai)</sub> | <sub>NEW</sub> | <sub>2017-07-28 03:07:18</sub> | <sub>2021-12-07 03:40:50</sub> | <sub>330.0</sub> | <sub>:heavy_check_mark:</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>2018-05-18 18:08:16</sub> | <sub>2018-09-21 19:59:01</sub> | <sub>3.0</sub> | <sub>:heavy_multiplication_x:</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>2021-12-10 16:37:16</sub> | <sub>2920.0</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>2021-12-07 18:04:21</sub> | <sub>274.0</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>2021-08-27 17:50:58</sub> | <sub>273.0</sub> | <sub>:heavy_check_mark:</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>246.0</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>2021-11-10 18:34:14</sub> | <sub>2390.0</sub> | <sub>:heavy_check_mark:</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>2021-06-25 01:29:01</sub> | <sub>229.0</sub> | <sub>:heavy_check_mark:</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>2021-07-26 01:18:34</sub> | <sub>227.0</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>2018-01-29 05:01:52</sub> | <sub>2018-08-02 05:56:49</sub> | <sub>21.0</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>2016-04-29 03:51:25</sub> | <sub>2018-01-16 01:24:07</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[Black Scholes](https://github.com/irajwani/numerical_methods_python/blob/master/black_scholes.ipynb)</sub> | <sub>Options pricing.</sub> | <sub>2017-12-09 18:50:20</sub> | <sub>2018-07-09 09:48:36</sub> | <sub>2.0</sub> | <sub>:heavy_multiplication_x:</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>199.0</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>193.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[Reinforcement Learning](https://github.com/FinTechies/HedgingRL)</sub> | <sub>Hedging portfolios with reinforcement learning.</sub> | <sub>2017-04-21 10:58:56</sub> | <sub>2017-08-02 21:41:06</sub> | <sub>19.0</sub> | <sub>:heavy_multiplication_x:</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>172.0</sub> | <sub>:heavy_multiplication_x:</sub> | <sub></sub> |
| <sub>[pancakeswap-prediction-winner](https://github.com/modagavr/pancakeswap-prediction-winner)</sub> | <sub>NEW</sub> | <sub>2021-06-09 14:30:14</sub> | <sub>2021-11-12 07:49:57</sub> | <sub>156.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |
| <sub>[stocktrends](https://github.com/ChillarAnand/stocktrends)</sub> | <sub>NEW</sub> | <sub>2018-02-06 12:56:48</sub> | <sub>2021-08-15 06:06:05</sub> | <sub>135.0</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>128.0</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>2021-10-20 03:44:23</sub> | <sub>1226.0</sub> | <sub>:heavy_check_mark:</sub> | <sub></sub> |