├── README.md ├── agent ├── Readme.md ├── agent.py ├── distributional.py └── learning.py ├── environment ├── Environment.py ├── Readme.md ├── Trading.py └── utils.py ├── greek_run.py ├── logs └── batch1 │ └── Table1 │ └── TC05 │ └── RL │ └── mean_std │ └── spread=0.005_obj=meanstd_threshold=0.95_critic=qr_v=0.0_hedttm=30 │ ├── logs │ ├── eval_env │ │ └── logs.csv │ ├── eval_loop │ │ └── logs.csv │ ├── learner │ │ └── logs.csv │ └── train_loop │ │ └── logs.csv │ ├── ok │ └── policy │ ├── saved_model.pb │ └── variables │ ├── variables.data-00000-of-00001 │ └── variables.index ├── requirements.txt ├── result analysis └── RL&Baseline_Strategy_Analysis.ipynb ├── run.py ├── run.sh └── simulate_env.py /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/rotmanfinhub/gamma-vega-rl-hedging/HEAD/README.md -------------------------------------------------------------------------------- /agent/Readme.md: 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