dwasse / vol-surface-visualizerLinks
Volatility surface visualizer for cryptocurrency options.
☆60Updated 3 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
Sorting:
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Python client for tardis.dev - historical tick-level cryptocurrency market data replay API.☆138Updated 5 months ago
- ☆46Updated 3 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Updated 10 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- ☆34Updated 5 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆123Updated 8 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- algo trading backtesting on BitMEX☆80Updated 2 years ago
- Application of VPIN in cyrptocurrency market.☆21Updated 6 years ago
- A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go…☆78Updated 5 years ago
- ☆49Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆92Updated 8 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152Updated 5 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆72Updated last year
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 4 years ago
- Market Making / Stat Arb strategy☆62Updated 8 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆76Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆38Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆96Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year