adamkhakhar / lp-delta-hedge
☆60Updated 2 years ago
Alternatives and similar repositories for lp-delta-hedge:
Users that are interested in lp-delta-hedge are comparing it to the libraries listed below
- A Practical Guide to a Simple Data Stack.☆40Updated 7 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 8 months ago
- Orderflow trading bot based on BSI☆17Updated 8 months ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆34Updated 2 years ago
- ☆36Updated last year
- Repository for market making ideas☆40Updated last year
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- ☆31Updated 3 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 4 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆16Updated 7 months ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆24Updated 2 years ago
- ☆39Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆15Updated 3 months ago
- ☆113Updated 7 years ago
- ☆43Updated 5 years ago
- toolbox of fast mm-related funcs☆182Updated last month
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆72Updated 7 years ago
- ☆31Updated 5 months ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆54Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 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
- 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
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- Simple Market-Taking Card Game☆21Updated 11 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago