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

• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 3 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆52Updated 4 years ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 6 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆33Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆57Updated 6 years ago
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆49Updated 8 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆41Updated last year
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆19Updated 3 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆16Updated 11 months ago
• globophobe / asyncio-quant-tick
  🔌 Aggregate candlesticks from high frequency tick data from WebSockets
  ☆30Updated last year
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆51Updated 4 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• edgetrader / crypto-trading
  Pairs Trading using Co-integrated Cryptocurrency Pairs
  ☆24Updated 5 years ago
• IgorWounds / Cluster-Analysis-Machine-Learning-for-Pairs-Trading
  Find trading pairs with Machine Learning
  ☆41Updated 4 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆66Updated 10 months ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆26Updated 4 years ago
• jaNGOB / Bitmex_HFT
  Bitmex market microstructure analytics
  ☆23Updated 4 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆63Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆66Updated last year
• cryptarbitrage-code / deribit-position-greeks
  ☆43Updated 3 years ago
• kolliderhq / example_market_maker
  ☆16Updated 3 years ago
• hulatown / vpin
  Application of VPIN in cyrptocurrency market.
  ☆21Updated 6 years ago
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated 8 months ago