edgetrader / crypto-trading
Pairs Trading using Co-integrated Cryptocurrency Pairs
☆19Updated 4 years ago
Related projects ⓘ
Alternatives and complementary repositories for crypto-trading
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 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 grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆34Updated last month
- Example of order book modeling.☆57Updated 5 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months 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
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- Repository for market making ideas☆37Updated 6 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆17Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆27Updated 3 years ago
- Market making strategy example☆26Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆21Updated 4 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆10Updated 4 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 …☆25Updated last year
- ☆47Updated 7 years ago
- Market Making in Python☆12Updated 6 months ago
- ☆35Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- ☆26Updated 3 years ago
- ☆20Updated 2 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆21Updated 2 years ago
- ☆32Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated last year
- Developing a trend following model using futures☆31Updated last year
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- Deribit bot to Delta Hedge Strategy.☆12Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago