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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: option Pricing Using Genetic Algorithm #531

Open ashis2004 opened 1 month ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. Design and optimize options trading strategies using machine learning and genetic algorithms.

Describe the solution you'd like Steps Data Collection

Collect historical option prices and underlying asset prices. Initialize Population

Create an initial population of random parameters for the option pricing model. Fitness Function

Define a fitness function to minimize the difference between the model prices and market prices. Selection, Crossover, Mutation

Implement genetic algorithm operations. Iterate and Evaluate

Iterate through generations to find the best-fit parameters.

Describe alternatives you've considered A clear and concise description of any alternative solutions or features you've considered.

Additional context Add any other context or screenshots about the feature request here.

ashis2004 commented 1 month ago

pls assign it me I want to work on it @Akshat111111 I'm Gssoc'24 contributor