How can I create hedging strategies on Pybroker?

[Jonas-Santos-Siqueira]

Hello, how are you?
I am a new user of this library, which I enjoy, but I have a question.

I am working on a project in which I intend to hedge using futures for a specific asset, and I would like to understand how I can create hedging strategies using Pybroker.

The idea is to develop an ML model to predict returns, create the hedging strategy, and then backtest this strategy.

[edtechre]

Hi @Jonas-Santos-Siqueira,

Can you be more specific about what you're looking for? You can short by using ctx.sell_shares.

[Jonas-Santos-Siqueira]

Well, I want to trade put and call options depending on the fluctuation of an asset's returns.
I may not understand how to create this strategy using the library. If you understand my question better, could you help me?

[edtechre]

Hi @Jonas-Santos-Siqueira,

PyBroker does not support options at this time.

[Jonas-Santos-Siqueira]

But with this function that you suggested to me, would I be able to operate short on a share?

[edtechre]

@Jonas-Santos-Siqueira Yes, you can use it to short shares.