Delta Hedging Replicating Portfolio

• Created a Python program to scrape financial data based on the Nvidia dividend-paying stock (NVDA) and its call options on Yahoo Finance, based on Selenium and ChromeDriver automation via XML.
• Obtained relevant data on NVDA's stock and call option, such as stock price, call price, time to maturity, 20-day annual volatility, delta, Black-Scholes-Merton call price, etc.
• Created a replicating portfolio from shorting an NVDA call option by trading in the underlying NVDA stock and a risk-free instrument (bank account), via a delta neutral position in the portfolio.
• Parsed the scraped Pandas Dataframe of the replicating portfolio into a CSV file.
• Utilised Cron in Ubuntu Linux to automate the Python script to run and adjust the position of the replicating portfolio every 5 minutes, following the US market trading hours of 9:30am to 4:00pm (GMT-04) using pytz, with automatic adjustment of daylight time.
• Utilised the pyodbc driver to truncate outdated data within the dbo.NVDA table in the Microsoft Azure SQL database.
• Bulk Copy updated NVDA CSV file via BCP Utility command to update Microsoft Azure SQL cloud database every 5 minutes with the new position of the replicating portfolio, calculating potential profit with each position from closing the short position of the call option.