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Delta Hedging With Clojure Backtesting Library

Contributor

Cindy WANG Xizhuo

Description

Construct a delta hedging strategy using the backtesting library in Clojure. Optimize the calculation of delta based on data science methods. Generate return results and use them for comparison.

Blog posts (reflective journals)

  • Data Science in Finance - First Blog
  • Data Science in Finance - Second Blog
  • Data Science in Finance - Third Blog

Details

  • Poster
  • Virtual poster presentation (video)
  • Research proposal
  • Research report
  • GitHub repository
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