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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]: Interest Rate Swap Optimization #562

Open ashis2004 opened 4 months ago

ashis2004 commented 4 months ago

Is your feature request related to a problem? Please describe. Optimize the selection of counterparties and the terms of interest rate swaps to minimize costs and risks.

Describe the solution you'd like Use GA to find the best combination of counterparties, notional amounts, and maturities for interest rate swaps.

Steps

  1. Define the parameters for optimization
  2. Initialize a population of strategies.
  3. Evaluate the fitness of each strategy based on historical trading data.
  4. Select the best-performing strategies.
  5. Apply crossover and mutation to generate new strategies.
  6. Repeat the process for a defined number of generations.

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 4 months ago

pls @Akshat111111 assign it me I'm GSsoc'24 contributor