crypto-lake / analysis-sharingLinks
Sharing quantitative analyses on Crypto Lake data
☆65Updated 9 months ago
Alternatives and similar repositories for analysis-sharing
Users that are interested in analysis-sharing are comparing it to the libraries listed below
Sorting:
- Repository for market making ideas☆40Updated 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
- Market Making in Python☆17Updated last year
- A Practical Guide to a Simple Data Stack.☆40Updated 8 months ago
- algo trading backtesting on BitMEX☆77Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆33Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆34Updated 2 years ago
- ☆31Updated 6 months ago
- Example of order book modeling.☆56Updated 5 years ago
- Binance cash-and-carry arbitrage bot☆72Updated 2 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆44Updated 2 weeks ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- Load, build and visualize volatility analytics from Deribit.☆27Updated last year
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- ☆113Updated 7 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 …☆31Updated 3 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆73Updated 7 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆103Updated 10 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- A sample market maker bot for Bybit☆47Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆55Updated 2 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 6 months ago