bellyfat / mm-algo-prototypeLinks
Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
☆19Updated 3 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 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 9 months 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 5 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆65Updated 4 years ago
- ☆19Updated 5 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- ☆33Updated 4 years ago
- Repository for market making ideas☆42Updated last year
- Market making strategy example☆28Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 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…☆24Updated 3 years ago
- ☆35Updated 4 years ago
- Market Making in Python☆19Updated last year
- 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☆77Updated 7 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- algo trading backtesting on BitMEX☆79Updated last year
- 🔌 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
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 2 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 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…☆8Updated 3 years ago
- ☆21Updated 2 years ago