cryptarbitrage-code / historical-volatility-calculations
☆30Updated 2 years ago
Alternatives and similar repositories for historical-volatility-calculations:
Users that are interested in historical-volatility-calculations are comparing it to the libraries listed below
- ☆39Updated 3 years ago
- ☆20Updated 5 months ago
- ☆36Updated last year
- Option visualiser for linear and inverse contracts☆26Updated 10 months ago
- Volatility surface visualizer for cryptocurrency options.☆54Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic da…☆31Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 7 months ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 4 years ago
- ☆43Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 7 months ago
- Repository for market making ideas☆40Updated 11 months ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- ☆16Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆14Updated 2 months ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 6 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆16Updated 5 months ago
- Developing a trend following model using futures☆31Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 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
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- Orderflow trading bot based on BSI☆17Updated 8 months ago
- Portfolio and risk analytics in Python☆11Updated 2 months ago
- ☆112Updated 7 years ago