bellyfat / mm-algo-prototype
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
- 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
- ☆17Updated 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 …☆31Updated 2 months ago
- A sample market maker bot for Bybit☆47Updated 4 years ago
- ☆33Updated 4 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 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
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆27Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Market Making in Python☆17Updated last year
- ☆47Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 5 months ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 8 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- ☆30Updated 3 years ago
- A multi-threaded triangular arbitrage bot in python using the ccxt libraries to handle the binance api.☆48Updated 3 years ago
- ☆31Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Market making strategy example☆25Updated 4 years ago
- stores market data from cryptofeed to kdb+☆23Updated 4 years ago
- Simple algorithmic trading strategy runner for FTX☆45Updated 2 years ago
- ☆17Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆35Updated last year
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Repository for market making ideas☆40Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆70Updated 4 years ago