dwasse / vol-surface-visualizer
Volatility surface visualizer for cryptocurrency options.
☆52Updated 2 years ago
Alternatives and similar repositories for vol-surface-visualizer:
Users that are interested in vol-surface-visualizer are comparing it to the libraries listed below
- Visualization Tool for Deribit Options☆79Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆110Updated 11 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆111Updated 7 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆49Updated 4 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- High-frequency trading in a limit order book☆58Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆68Updated 6 years ago
- ☆38Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years 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
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆31Updated 3 years ago
- ☆32Updated 4 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 6 years ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- ☆47Updated 8 years ago
- A Practical Guide to a Simple Data Stack.☆39Updated 6 months ago
- Repository for market making ideas☆39Updated 10 months ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆121Updated 3 months ago
- ☆30Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago