{"payload":{"feedbackUrl":"https://github.com/orgs/community/discussions/53140","repo":{"id":756027273,"defaultBranch":"master","name":"delta-hedging","ownerLogin":"paolodelia99","currentUserCanPush":false,"isFork":false,"isEmpty":false,"createdAt":"2024-02-11T19:13:23.000Z","ownerAvatar":"https://avatars.githubusercontent.com/u/51243932?v=4","public":true,"private":false,"isOrgOwned":false},"refInfo":{"name":"","listCacheKey":"v0:1707678841.0","currentOid":""},"activityList":{"items":[{"before":"ad947566efa72259f61a0ede356d115c7b6bf7ad","after":"280376ab06bda122133d37ab7573b3bb870a3835","ref":"refs/heads/master","pushedAt":"2024-07-05T10:28:38.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added the intro notebook","shortMessageHtmlLink":"Added the intro notebook"}},{"before":"c41c6d6695eeae7add32ecd8e73d34da8826cf7c","after":"ad947566efa72259f61a0ede356d115c7b6bf7ad","ref":"refs/heads/master","pushedAt":"2024-05-20T09:51:17.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Updated results notebooks","shortMessageHtmlLink":"Updated results notebooks"}},{"before":"021270c515fc673276251e9cc7c406ed4ceae683","after":"c41c6d6695eeae7add32ecd8e73d34da8826cf7c","ref":"refs/heads/master","pushedAt":"2024-05-20T09:51:00.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Updated the PNL calculation with proper transaction costs","shortMessageHtmlLink":"Updated the PNL calculation with proper transaction costs"}},{"before":"2507fac46d4b6fdf88b38198b7a35bb130c60922","after":"021270c515fc673276251e9cc7c406ed4ceae683","ref":"refs/heads/master","pushedAt":"2024-05-15T11:55:50.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added notebooks for results comparison","shortMessageHtmlLink":"Added notebooks for results comparison"}},{"before":"b76b219ae503f91346f13562916acdec000a97d3","after":"2507fac46d4b6fdf88b38198b7a35bb130c60922","ref":"refs/heads/master","pushedAt":"2024-05-14T09:00:11.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"corrected dt calc, and reruned willmot experiments","shortMessageHtmlLink":"corrected dt calc, and reruned willmot experiments"}},{"before":"c6ce096c3c80be834bcde32cbd2c02d1f4d1b9fb","after":"b76b219ae503f91346f13562916acdec000a97d3","ref":"refs/heads/master","pushedAt":"2024-05-10T15:59:24.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Fixed var substitutions in heston delta notebook","shortMessageHtmlLink":"Fixed var substitutions in heston delta notebook"}},{"before":"685c8518cd30c43e00cff2c43688ac0322310c45","after":"c6ce096c3c80be834bcde32cbd2c02d1f4d1b9fb","ref":"refs/heads/master","pushedAt":"2024-05-10T13:34:21.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Removed useless experiment","shortMessageHtmlLink":"Removed useless experiment"}},{"before":"44732739b85d601fb7ee094cd822d4906338fa5b","after":"685c8518cd30c43e00cff2c43688ac0322310c45","ref":"refs/heads/master","pushedAt":"2024-05-10T13:33:34.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Changed Heston experiments","shortMessageHtmlLink":"Changed Heston experiments"}},{"before":"f7842b97a50f1995983bf4de4d32357276f85bdf","after":"44732739b85d601fb7ee094cd822d4906338fa5b","ref":"refs/heads/master","pushedAt":"2024-05-10T10:15:26.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"New results gathering scheme","shortMessageHtmlLink":"New results gathering scheme"}},{"before":"d3426052dd871ac5bcbf093411bc65fa620d5573","after":"f7842b97a50f1995983bf4de4d32357276f85bdf","ref":"refs/heads/master","pushedAt":"2024-05-10T08:34:24.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Used proper tranasction cost for wilmott delta","shortMessageHtmlLink":"Used proper tranasction cost for wilmott delta"}},{"before":"8b25d4c0d57da9e1dfb311a1139277292c66ed36","after":"d3426052dd871ac5bcbf093411bc65fa620d5573","ref":"refs/heads/master","pushedAt":"2024-05-04T16:06:30.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Run heston experiments","shortMessageHtmlLink":"Run heston experiments"}},{"before":"5aadb9f1bea031282fa38133a3927b80657e9f91","after":"8b25d4c0d57da9e1dfb311a1139277292c66ed36","ref":"refs/heads/master","pushedAt":"2024-05-03T09:21:24.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Proper delta in Heston experiments, added heston wilmott experiments","shortMessageHtmlLink":"Proper delta in Heston experiments, added heston wilmott experiments"}},{"before":"989a25277bb489545c835a97b737d389cfd42d5e","after":"5aadb9f1bea031282fa38133a3927b80657e9f91","ref":"refs/heads/master","pushedAt":"2024-05-03T08:52:36.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Refacoring of the code of the py with black","shortMessageHtmlLink":"Refacoring of the code of the py with black"}},{"before":"08d319e7aa246199e04e074b54a9c0075aa548a5","after":"989a25277bb489545c835a97b737d389cfd42d5e","ref":"refs/heads/master","pushedAt":"2024-04-22T16:08:51.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Run margrabe experiments and move older files","shortMessageHtmlLink":"Run margrabe experiments and move older files"}},{"before":"f97a50d3654032c0d8817a4e34f6816b80deb257","after":"08d319e7aa246199e04e074b54a9c0075aa548a5","ref":"refs/heads/master","pushedAt":"2024-04-22T11:10:33.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added static hedging experiments","shortMessageHtmlLink":"Added static hedging experiments"}},{"before":"483e3dbfedc78892e6b68988cc9de9535e8fe621","after":"f97a50d3654032c0d8817a4e34f6816b80deb257","ref":"refs/heads/master","pushedAt":"2024-04-21T17:59:53.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Fixed hedge_port calculations","shortMessageHtmlLink":"Fixed hedge_port calculations"}},{"before":"688e37a3eaad6a43b27ac63ef7a103b98454f9fe","after":"483e3dbfedc78892e6b68988cc9de9535e8fe621","ref":"refs/heads/master","pushedAt":"2024-04-20T08:51:05.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added heston hedging experiments and first draft of IV calculation","shortMessageHtmlLink":"Added heston hedging experiments and first draft of IV calculation"}},{"before":"3fc19fd9b820a4875247799925102f5e25d05d17","after":"688e37a3eaad6a43b27ac63ef7a103b98454f9fe","ref":"refs/heads/master","pushedAt":"2024-04-19T08:00:42.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Fixed errors in the notebooks and added wilmott delta hedging experiment","shortMessageHtmlLink":"Fixed errors in the notebooks and added wilmott delta hedging experiment"}},{"before":"e9ff590e1002cec6173582dfb5e703d73006ba64","after":"3fc19fd9b820a4875247799925102f5e25d05d17","ref":"refs/heads/master","pushedAt":"2024-04-17T16:09:30.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added various experiment on BS delta hedging also with transaction costs","shortMessageHtmlLink":"Added various experiment on BS delta hedging also with transaction costs"}},{"before":"d2e5111195ac9e2cd60bdadfc5ebeefa32abb75c","after":"e9ff590e1002cec6173582dfb5e703d73006ba64","ref":"refs/heads/master","pushedAt":"2024-04-09T09:50:37.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added RL-notebooks (BS one)","shortMessageHtmlLink":"Added RL-notebooks (BS one)"}},{"before":"706a1cf7b8c65a99d92751b00f3198361f78c696","after":"d2e5111195ac9e2cd60bdadfc5ebeefa32abb75c","ref":"refs/heads/master","pushedAt":"2024-04-03T13:20:53.000Z","pushType":"push","commitsCount":3,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Updated notebooks: spread and heston","shortMessageHtmlLink":"Updated notebooks: spread and heston"}},{"before":"8f9059538f8a20d700a0dbbff91cc91f927e18c1","after":"706a1cf7b8c65a99d92751b00f3198361f78c696","ref":"refs/heads/master","pushedAt":"2024-03-09T10:49:25.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Heston notebooks for call hedging","shortMessageHtmlLink":"Heston notebooks for call hedging"}},{"before":"f666e255ef9e25136762dd20f2fc3e541641917b","after":"8f9059538f8a20d700a0dbbff91cc91f927e18c1","ref":"refs/heads/master","pushedAt":"2024-03-09T10:03:47.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Renaming notebooks bs hedging experiment","shortMessageHtmlLink":"Renaming notebooks bs hedging experiment"}},{"before":"85dd6dad43cdfc4852581f56c24465d124c2fc1c","after":"f666e255ef9e25136762dd20f2fc3e541641917b","ref":"refs/heads/master","pushedAt":"2024-03-09T09:55:35.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"removed useless notebook","shortMessageHtmlLink":"removed useless notebook"}},{"before":"999e8344d980af40f7d583983bcde34fcd573161","after":"85dd6dad43cdfc4852581f56c24465d124c2fc1c","ref":"refs/heads/master","pushedAt":"2024-03-09T09:55:22.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"added fourier calculations for option price under heston","shortMessageHtmlLink":"added fourier calculations for option price under heston"}},{"before":"b909a4d335e6c0d1429dce71ddb2c0011937ae3f","after":"999e8344d980af40f7d583983bcde34fcd573161","ref":"refs/heads/master","pushedAt":"2024-03-09T09:10:10.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Started to work on heston notebooks","shortMessageHtmlLink":"Started to work on heston notebooks"}},{"before":"6c0a83c0d6cb6198e5efd9e9d590d622b0446922","after":"b909a4d335e6c0d1429dce71ddb2c0011937ae3f","ref":"refs/heads/master","pushedAt":"2024-02-29T11:24:49.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added partial gamma hedging with simulations","shortMessageHtmlLink":"Added partial gamma hedging with simulations"}},{"before":"731f72b9c28e8032cd6b6bb984cc92c2ca21bfa5","after":"6c0a83c0d6cb6198e5efd9e9d590d622b0446922","ref":"refs/heads/master","pushedAt":"2024-02-27T22:34:17.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Added some text to the notebooks","shortMessageHtmlLink":"Added some text to the notebooks"}},{"before":"e92ee163ba133451385e1fe455254b7d31a67672","after":"731f72b9c28e8032cd6b6bb984cc92c2ca21bfa5","ref":"refs/heads/master","pushedAt":"2024-02-23T15:06:38.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Trying to fix initial gamma heding in spread option","shortMessageHtmlLink":"Trying to fix initial gamma heding in spread option"}},{"before":"4f8466e74c921f170722c3b31183a50db62ac225","after":"e92ee163ba133451385e1fe455254b7d31a67672","ref":"refs/heads/master","pushedAt":"2024-02-23T12:53:08.000Z","pushType":"push","commitsCount":1,"pusher":{"login":"paolodelia99","name":"Paolo","path":"/paolodelia99","primaryAvatarUrl":"https://avatars.githubusercontent.com/u/51243932?s=80&v=4"},"commit":{"message":"Corrected bug in gamma calcualtions","shortMessageHtmlLink":"Corrected bug in gamma calcualtions"}}],"hasNextPage":true,"hasPreviousPage":false,"activityType":"all","actor":null,"timePeriod":"all","sort":"DESC","perPage":30,"cursor":"djE6ks8AAAAEd67DDAA","startCursor":null,"endCursor":null}},"title":"Activity · paolodelia99/delta-hedging"}