Molozey / DeribitDataScrapper
Скрипты для загрузки исторических данных для Deribit
☆10Updated 3 weeks ago
Alternatives and similar repositories for DeribitDataScrapper:
Users that are interested in DeribitDataScrapper are comparing it to the libraries listed below
- Repo for Crypto Option Calibration project in CMF☆12Updated 2 years ago
- Differentiable Programming Algorithms in Modern C++☆142Updated last month
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆20Updated 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…☆12Updated last year
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆18Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆103Updated last year
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆25Updated last year
- Algorithmic trading strategies research and execution platform☆19Updated 8 months ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 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 …☆27Updated 2 years ago
- Creating, training and backtesting of VaR and ES models based on Importance Sampling☆11Updated last year
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 3 years ago
- MOEX API AlgoPack integration with Backtrader. На данных с биржи MOEX теперь можно создавать полноценные торговые стратегии. Проводить Ba…☆52Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆66Updated last year
- QuantMinds Rough Volatility Workshop lectures☆28Updated 2 months ago
- Delta hedging under SABR model☆21Updated 8 months ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆99Updated 6 months ago
- toolbox of fast mm-related funcs☆154Updated this week
- Time Series Prediction of Volume in LOB☆55Updated 9 months ago
- Baruch MFE 2019 Spring☆36Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆63Updated 4 months ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆116Updated last year
- An asynchronous low-latency trading system☆37Updated 10 months ago
- Tool to identify option arbitrage opportunities across different expiries.☆13Updated 2 months ago
- ☆44Updated 6 years ago
- Some examples for Backtrader. Showcases for indicators, run backtests, get historical data for shares, live trading and more...☆70Updated last year
- three stochastic volatility model: Heston, SABR, SVI☆83Updated 5 years ago
- Personal Project that implements a variety of HFT strategies in C++☆70Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 4 years ago