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…☆52Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- ☆33Updated 4 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 10 months ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 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 …☆33Updated 7 months ago
- Repository for market making ideas☆44Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Market making strategy example☆29Updated 4 years ago
- Market Making in Python☆19Updated last year
- ☆20Updated 5 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- Simple market maker bot (grid order)☆44Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- ☆19Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- 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
- A multi-threaded triangular arbitrage bot in python using the ccxt libraries to handle the binance api.☆50Updated 3 years ago
- ☆36Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆28Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆30Updated 4 years ago
- Collection of Models related to market making☆18Updated 4 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago