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portfolio-insurance

Here are 3 public repositories matching this topic...

miindisponi99 / Portfolio-Insurance-Strategies

Limited downside risk on a Crypto-assets index using extensions to conventional Portfolio Insurance strategies

cryptocurrency trading-strategies quantitative-finance quantitative-trading backtesting quantitative-analysis portfolio-insurance dynamic-portfolio-allocation constant-portfolio-proportion-insurance constant-proportion-portfolio-insurance option-based-portfolio-insurance

Updated Jul 17, 2024
Jupyter Notebook

pubumxope139727 / ethereum-portfolio-insurer

Portfolio insurance bot using options and hedges

python bot options hedging portfolio-insurance

Updated Jul 31, 2026

Alex-Rib / CPPI

CPPI gap risk modeling: closed-form, Monte Carlo, dynamic VaR multipliers, and put hedging under BS, Heston, and Kou

python monte-carlo-simulation quantitative-finance jump-diffusion value-at-risk heston-model stochastic-volatility cppi portfolio-insurance

Updated Jun 13, 2026
Python

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