genesis-volatility / gvol-py-notebooks
☆36Updated last year
Related projects ⓘ
Alternatives and complementary repositories for gvol-py-notebooks
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆56Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated last year
- Dashboard to track crypto spot-futures premiums☆50Updated 2 years ago
- ☆35Updated 2 years 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
- Sharing quantitative analyses on Crypto Lake data☆56Updated 2 months ago
- ☆54Updated 2 years ago
- ☆38Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆29Updated 2 years ago
- ☆17Updated 2 years ago
- Volatility surface visualizer for cryptocurrency options.☆49Updated last year
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆12Updated 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
- ☆20Updated 2 years ago
- A Practical Guide to a Simple Data Stack.☆34Updated last month
- 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
- ☆29Updated 2 years ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- ☆63Updated 3 months ago
- Time Series Prediction of Volume in LOB☆53Updated 6 months ago
- Load, build and visualize volatility analytics from Deribit.☆19Updated last year
- Visualization Tool for Deribit Options☆76Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆17Updated 3 years ago
- ☆29Updated last year
- toolbox of fast mm-related funcs☆122Updated last month
- Example of order book modeling.☆57Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 years ago
- Pairs Trading using Co-integrated Cryptocurrency Pairs☆19Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆106Updated 11 years ago