BarendPotijk / visualize_crypto_optionsLinks
The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on the Deribit cryptocurrency derivative platform.
☆14Updated 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
Sorting:
- ☆33Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆20Updated 2 years ago
- Repository for market making ideas☆42Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 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 …☆34Updated 9 months ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- ☆49Updated 8 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Market making strategy example☆27Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Updated 9 months ago
- ☆37Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Option Strategy for Futures☆16Updated 5 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- The intraday seasonality of volatility and trading volume in the cryptocurrency market☆14Updated 9 months ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 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…☆16Updated 4 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆53Updated 3 weeks ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆18Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago