BarendPotijk / visualize_crypto_options
The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on the Deribit cryptocurrency derivative platform.
☆12Updated 2 years ago
Alternatives and similar repositories for visualize_crypto_options:
Users that are interested in visualize_crypto_options are comparing it to the libraries listed below
- Tool to identify option arbitrage opportunities across different expiries.☆16Updated 5 months ago
- ☆32Updated 4 years ago
- ☆39Updated 3 years ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆19Updated 2 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆14Updated 2 months ago
- 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
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆62Updated 4 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 …☆29Updated last month
- ☆31Updated 3 years ago
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆15Updated last month
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- ☆15Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Market Making in Python☆16Updated 11 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- Repository for market making ideas☆40Updated 11 months ago
- stores market data from cryptofeed to kdb+☆23Updated 4 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
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Updated last year
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆21Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Load, build and visualize volatility analytics from Deribit.☆26Updated last year
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆14Updated 4 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- Collection of Models related to market making☆16Updated 4 years ago