Aureliano90 / LP-Option-Hedging
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
☆32Updated 2 years ago
Alternatives and similar repositories for LP-Option-Hedging:
Users that are interested in LP-Option-Hedging are comparing it to the libraries listed below
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆49Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- ☆35Updated last year
- ☆32Updated 3 years ago
- Python packge to obtain crypto funding rates☆37Updated 9 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- A sample market maker bot for Bybit☆48Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- ☆17Updated 5 years ago
- Market Making in Python☆15Updated 10 months ago
- ☆60Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 6 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 …☆28Updated last month
- Binance cash-and-carry arbitrage bot☆70Updated 2 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Repository for market making ideas☆39Updated 10 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆31Updated 3 years ago
- ☆32Updated 4 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- ☆38Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- ☆28Updated 8 months ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Hackathon Winner for the Scaling Web3 Hackathon. Funding rate arbitrage for future perpetuals. Farm fund rates from different DEX's dep…☆41Updated 9 months ago