bellyfat / mm-algo-prototypeLinks
Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
☆19Updated 4 years ago
Alternatives and similar repositories for mm-algo-prototype
Users that are interested in mm-algo-prototype are comparing it to the libraries listed below
Sorting:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆54Updated 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
- Sharing quantitative analyses on Crypto Lake data☆69Updated last year
- ☆33Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 4 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- Market Making in Python☆19Updated last year
- Market making strategy example☆27Updated 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
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Binance cash-and-carry arbitrage bot☆75Updated 2 years ago
- Repository for market making ideas☆42Updated last year
- ☆37Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- ☆19Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆78Updated 7 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- ☆19Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆16Updated 3 years ago
- Example of order book modeling.☆57Updated 6 years ago
- Simple market maker bot (grid order)☆44Updated 6 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years 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