search

Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
77 stars 100 forks source link

💡[FEATURE]: Dynamic Rebalancing Strategies for ETFs #565

Open ashis2004 opened 4 months ago

ashis2004 commented 4 months ago

Is your feature request related to a problem? Please describe. Optimize the rebalancing strategy for exchange-traded funds (ETFs).

Describe the solution you'd like

Steps

  1. Define the parameters for optimization (e.g., rebalancing frequency, asset allocation).
  2. Initialize a population of rebalancing strategies.
  3. Evaluate the fitness of each strategy based on historical ETF 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

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