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.☆62Updated 4 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 years ago
- experiments with crypto trading☆16Updated 8 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- ☆39Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- ☆31Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- Option Strategy for Futures☆14Updated 4 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…☆14Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- ☆21Updated 5 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- Developing a trend following model using futures☆31Updated last year
- Market making strategy example☆25Updated 4 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆16Updated 5 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Repository for market making ideas☆40Updated 11 months ago
- ☆21Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- 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
- Implementation of optimisation analytics for constructing and backtesting optimal portfolios in Python☆41Updated this week
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆33Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago