Vicarisi-Ventures / CryptoScalping
☆39Updated this week
Related projects: ⓘ
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆52Updated 2 weeks ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated last year
- Repository for market making ideas☆33Updated 4 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆64Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- ☆34Updated this week
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆26Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆64Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆16Updated 3 years ago
- algo trading backtesting on BitMEX☆73Updated 9 months ago
- Example of order book modeling.☆55Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆32Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆25Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- A sample market maker bot for Bybit☆48Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆102Updated 10 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 …☆25Updated last year
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- ☆31Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆48Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 years ago
- Binance Futures Sample Trading Bot☆46Updated 5 months ago
- Simple market maker bot (grid order)☆41Updated 4 years ago
- ☆15Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆93Updated 5 years ago
- Calibrates microprice model to BitMEX quote data☆53Updated 3 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆24Updated 6 months ago
- Visualization Tool for Deribit Options☆76Updated 4 years ago
- Market making strategy example☆25Updated 3 years ago