Python tool that simulates an EM FX NDF trading book, identifies fixing date risk spikes, recommends cost-optimal hedges using scipy.optimize, monetizes client flow imbalances, and backtests the strategy on real historical FX data. Built in Jupyter Notebook with pandas, numpy, matplotlib, and yfinance.
python optimization scipy quantitative-finance risk-management backtesting ndf fx-trading yfinance trading-desk fx-hedging em-fx client-flow volatility-reduction
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Updated
Sep 1, 2026 - Jupyter Notebook