dwasse / vol-surface-visualizer
Volatility surface visualizer for cryptocurrency options.
☆49Updated last year
Related projects ⓘ
Alternatives and complementary repositories for vol-surface-visualizer
- Visualization Tool for Deribit Options☆76Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 years ago
- Example of order book modeling.☆57Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆47Updated 4 years ago
- High-frequency trading in a limit order book☆54Updated 5 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆103Updated 9 years ago
- ☆35Updated 2 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- algo trading backtesting on BitMEX☆75Updated 11 months ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆28Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆48Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆114Updated last month
- ☆102Updated 6 years ago
- ☆32Updated 3 years ago
- Simple market maker bot (grid order)☆42Updated 5 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆56Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆25Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- Limit Order Book Implemented in Python☆90Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆96Updated 5 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…☆7Updated 3 years ago
- Load, build and visualize volatility analytics from Deribit.☆19Updated last year
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆133Updated 4 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆12Updated 4 years ago
- Repository for market making ideas☆37Updated 6 months ago
- ☆47Updated 7 years ago