crypto-lake / analysis-sharing
Sharing quantitative analyses on Crypto Lake data
☆65Updated 7 months ago
Alternatives and similar repositories for analysis-sharing:
Users that are interested in analysis-sharing are comparing it to the libraries listed below
- Python API for accessing Lake high frequency tick trades & order book data☆41Updated last week
- algo trading backtesting on BitMEX☆76Updated 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
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆62Updated 4 years ago
- Repository for market making ideas☆39Updated 11 months ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- ☆31Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 6 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆29Updated last month
- 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
- ☆39Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- ☆112Updated 7 years ago
- Load, build and visualize volatility analytics from Deribit.☆26Updated last year
- Market Making in Python☆16Updated 11 months ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆109Updated 11 months ago
- ☆42Updated 5 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆104Updated 8 months ago