choffstein / cryptomancerLinks
☆31Updated 3 years ago
Alternatives and similar repositories for cryptomancer
Users that are interested in cryptomancer are comparing it to the libraries listed below
Sorting:
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- A simple, extensible implementation of the limit order book.☆137Updated 4 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆148Updated 2 years ago
- Videos, slides, and code made available by speakers of the 2021's AlgoTrading Summit☆127Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆125Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆57Updated 2 years ago
- ☆47Updated 6 years ago
- A collection of homeworks of market microstructure models.☆255Updated 7 years ago
- ☆35Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- Volume-Synchronized Probability of Informed Trading☆114Updated 11 years ago
- ☆48Updated 7 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Montecarlo simulations/analysis for finance (equity simulator)☆37Updated 2 years ago
- ☆117Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆55Updated 5 years ago
- algo trading backtesting on BitMEX☆81Updated last year
- Time Series Prediction of Volume in LOB☆57Updated last year
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- toolbox of fast mm-related funcs☆200Updated last month
- Using graph algorithms to find arbitrage opportunities☆183Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆120Updated last year
- Quantamental finance research with python☆149Updated 3 years ago
- A collection of scripts for modelling financial markets & options in R.☆58Updated 7 months ago
- ☆36Updated 4 years ago