Automatic Options Hedging and Backtesting
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Updated
Jun 28, 2023 - Julia
Automatic Options Hedging and Backtesting
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
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