Skip to content

Asmit-Kumar44648/RL-Hedging-System

Folders and files

NameName
Last commit message
Last commit date

Latest commit

 

History

26 Commits
 
 
 
 
 
 
 
 

Repository files navigation

RL-Based Derivative Hedging

Gemini_Generated_Image_vd054tvd054tvd05

Python Streamlit FastAPI License

This project is a Reinforcement Learning-based derivative hedging platform designed for option pricing, portfolio hedging, and risk simulation. It features an interactive Streamlit frontend and a Python backend that uses RL models (PPO, LSTM, Transformer) for decision-making in simulated market environments. This tool is meant for educational and simulation purposes only. It is not financial advice.

Features include:

  • RL Policies: PPO, LSTM-enhanced PPO, Transformer RL
  • Option Pricing: Black-Scholes baseline + RL overlay
  • Portfolio Hedging: Simulated multiple options portfolio
  • Greeks: Delta, Gamma, Vega
  • Risk Metrics: PnL and basic VaR simulation
  • Export: PDF reports for hedging and portfolio results
  • Interactive Streamlit dashboard with tabs and plots
  • Real-time market data fetching via Yahoo Finance

Frontend:

Handles dashboard, user input, visualizations, PDF exports

Backend:

Handles RL training, model inference, market simulation

Website link

https://rl-hedging-system-r5gjbev2aymrdupzq6sref.streamlit.app/#rl-based-derivative-hedging

Disclaimer:

This project is for simulation and educational purposes only. Not intended for live financial trading. Use at your own risk.

About

Interactive RL-Based Derivative Hedging platform for options and portfolio simulation, featuring PPO, LSTM, and Transformer RL models, real-time market data, Greeks calculation, portfolio risk analysis, and PDF reporting. Built with Python, Streamlit, and Stable-Baselines3.

Topics

Resources

Stars

Watchers

Forks

Releases

No releases published

Packages

 
 
 

Contributors

Languages