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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]: Cross-Asset Hedging Strategies Optimization #564

Open ashis2004 opened 1 month ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. Develop and optimize hedging strategies involving multiple asset classes.

Describe the solution you'd like

Steps

  1. Define the parameters for optimization (e.g., hedging ratios).
  2. Initialize a population of hedging strategies.
  3. Evaluate the fitness of each strategy based on historical price data of different asset classes.
  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 1 month ago

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