Fear and volatility in crypto markets
☆14Dec 8, 2022Updated 3 years ago
Alternatives and similar repositories for bitfear
Users that are interested in bitfear are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A decade of trend following returns in crypto-asset markets☆26Sep 20, 2020Updated 5 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Deep learning modelling of orderbooks☆102Oct 8, 2020Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- Open source solver to the batch auction problem.☆14Feb 16, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Option Strategy for Futures☆20Jul 29, 2020Updated 5 years ago
- Limit Orderbook CNN model implementation for ETH-BTC (buy-low-sell-high indicator)☆17Mar 20, 2023Updated 3 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- BitMEX to DTC gateway☆12Jan 2, 2019Updated 7 years ago
- Roll model for trading strategy to C++ or FPGA via Matlab tool☆10Sep 11, 2014Updated 11 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- Deep Reinforcement Learning applied to trading☆15Jan 29, 2019Updated 7 years ago
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 9 months ago
- Python Backtesting library for trading strategies☆10May 30, 2022Updated 4 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Gathers machine learning and deep learning models for Reinforcement Learning☆10Sep 8, 2018Updated 7 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- orderbooks contain so much more organic informations than moving averages...☆19Jun 23, 2026Updated last week
- Extract some essential economic indicators from some data, then display these economic indicators in a Dashboard.☆28Jun 2, 2020Updated 6 years ago
- High performance Rust API for KDB+☆13Jun 27, 2021Updated 5 years ago
- List of companies listed on the Nasdaq Stock Exchange, including their logos and symbols.☆17Oct 6, 2023Updated 2 years ago
- Advancing in Financial Machine Learning☆16Feb 27, 2020Updated 6 years ago
- Python demo code for LOBSTER limit order book data☆13Dec 19, 2019Updated 6 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 11 months ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- Soporte para los artículos de análisis con Python de http://estrategiastrading.com/☆12Jan 30, 2020Updated 6 years ago
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- Time Series Prediction of Volume in LOB☆60Apr 17, 2024Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Research Repo (Archive)☆77Oct 6, 2020Updated 5 years ago
- Dynamic delta hedging (DDH) is a trading strategy that involves hedging a non-linear position with linear instruments. Linear instruments…☆16Nov 24, 2023Updated 2 years ago
- Automating the collection and analysis of historical stock data using python, and sending the user a report of their analysis by email.☆15Jul 4, 2020Updated 6 years ago
- This algorithm takes a daily position on the SPY ETF by indirectly predicting the change in price through the put/call ratio. I do this b…☆12Jan 16, 2022Updated 4 years ago
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆15Sep 26, 2021Updated 4 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Apr 30, 2020Updated 6 years ago