Alternatives and similar repositories for deribit_historical_trades

Users that are interested in deribit_historical_trades are comparing it to the libraries listed below

• vavarb / vavabot_delta_hedge
  Deribit bot to Delta Hedge Strategy.
  ☆13Updated 2 years ago
• bradleyboyuyang / Optimal-Hedging
  Delta hedging under SABR model
  ☆32Updated last year
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆31Updated 3 months ago
• cryptarbitrage-code / deribit-position-greeks
  ☆41Updated 3 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 2 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago
• jeromeku / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
  This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…
  ☆14Updated 3 years ago
• zugzvangg / crypto-calibration
  Stochastic volatility models and their application to Deribit crypro-options exchange
  ☆12Updated 6 months ago
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆17Updated 4 months ago
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated 7 months ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• hudson-and-thames / meta-labeling
  Code base for the meta-labeling papers published with the Journal of Financial Data Science
  ☆81Updated 2 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆26Updated 10 months ago
• jshellen / statarb
  ☆33Updated 3 years ago
• bottama / Deribit-Option-Data
  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
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• nostoz / deribit_volatility_download_and_visualize
  Load, build and visualize volatility analytics from Deribit.
  ☆27Updated last year
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• AI-Stuff / hudson-and-thames-research
  Research Repo (Archive)
  ☆73Updated 4 years ago
• hjeffreywang / Stock_feature_engineering
  Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…
  ☆70Updated 5 years ago
• useric / MTH9879-Market-Microstructure-Models
  Baruch MFE 2019 Spring
  ☆40Updated 5 years ago
• yt-feng / VPIN
  Order flow toxicity; Volume-Synchronized Probability of Informed Trading
  ☆89Updated 10 months ago
• FranklinMa810 / Market-Microstructure
  ☆23Updated 5 years ago
• schepal / deribit_flows_heatmap
  ☆16Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆57Updated last year
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆64Updated 2 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago