edgetrader / crypto-trading
Pairs Trading using Co-integrated Cryptocurrency Pairs
☆19Updated 4 years ago
Alternatives and similar repositories for crypto-trading:
Users that are interested in crypto-trading are comparing it to the libraries listed below
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago
- ☆29Updated 3 years ago
- ☆37Updated 2 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 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 …☆27Updated 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
- Repository for market making ideas☆38Updated 9 months ago
- Tool to identify option arbitrage opportunities across different expiries.☆13Updated 2 months ago
- ☆31Updated 4 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 4 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
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆30Updated 3 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Market Making in Python☆14Updated 9 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆69Updated 2 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆52Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 years ago
- A Statistical Arbitrage Strategy to trade Cryptocurrency Pairs☆12Updated 4 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆12Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- ☆46Updated 7 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆39Updated 4 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago