bottama / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
☆7Updated 3 years ago
Alternatives and similar repositories for cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading:
Users that are interested in cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading are comparing it to the libraries listed below
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- ☆36Updated last year
- ☆21Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Option Strategy for Futures☆14Updated 4 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.