Back to search
Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments include spot, forward, and futures contracts. DDH helps traders manage the Delta or Gamma of a portfolio without monitoring it
Stars
16
Forks
4
Watchers
16
Open Issues
0
Overall repository health assessment
No package.json found
This might not be a Node.js project
4
commits
Update Delta Hedging _ Dynamic Delta Hedging like a Quant _ Profit _ Loss Options Trading.ipynb
5a083c6View on GitHub