Aureliano90 / LP-Option-Hedging
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
☆28Updated 2 years ago
Related projects: ⓘ
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 years ago
- ☆49Updated last year
- Sharing quantitative analyses on Crypto Lake data☆52Updated 2 weeks ago
- ☆34Updated 2 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- ☆36Updated 10 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆64Updated 6 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆64Updated 2 years ago
- Python packge to obtain crypto funding rates☆35Updated 3 months ago
- Volatility surface visualizer for cryptocurrency options.☆48Updated last year
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆24Updated 6 months ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- A sample market maker bot for Bybit☆48Updated 3 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆28Updated 3 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆7Updated 3 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆12Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated last year
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- Repository for market making ideas☆33Updated 4 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆16Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆32Updated 3 years ago
- Market making strategy example☆25Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆25Updated last year
- Simple market maker bot (grid order)☆41Updated 4 years ago
- A random set of notebooks to analyze the crypto markets☆35Updated 8 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆26Updated 2 years ago
- Example of order book modeling.☆55Updated 5 years ago
- FTX Exchange API wrapper in python3☆34Updated 2 years ago
- A Python framework for managing positions and trades in DeFi☆96Updated last week