haltaf19 / Arbitrage-DetectorLinks
ππ°Arbitrage Detector for the Foreign Exchange Market
β20Updated 4 years ago
Alternatives and similar repositories for Arbitrage-Detector
Users that are interested in Arbitrage-Detector are comparing it to the libraries listed below
Sorting:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deβ¦β51Updated 4 years ago
- Sharing quantitative analyses on Crypto Lake dataβ65Updated 9 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairsβ33Updated 3 years ago
- algo trading backtesting on BitMEXβ78Updated last year
- AS model performance versus trivial delta for market-makersβ19Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currenciesβ22Updated 5 years ago
- β18Updated 5 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.β34Updated 2 years ago
- Identify and trade statistical arbitrage opportunities between cointegrated pairs using Bitfinex APIβ19Updated 5 years ago
- A spot-futures funding rate arbitrage bot that profits on market inefficiencies by opening market-neutral positions and earning funding fβ¦β35Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedgingβ75Updated 7 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volβ¦β17Updated 4 months ago
- Application of VPIN in cyrptocurrency market.β21Updated 6 years ago
- OrderBook Simulator with Limit and Iceberg functionalityβ74Updated 6 years ago
- Using graph algorithms to find arbitrage opportunitiesβ182Updated 5 years ago
- Repository for market making ideasβ40Updated last year
- Simple algorithmic trading strategy runner for FTXβ45Updated 2 years ago
- β33Updated 4 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cateβ¦β23Updated 3 years ago
- β21Updated 2 years ago
- Fast, Multi threaded and Efficient Trade Matching Engineβ27Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick dataβ36Updated 4 years ago
- Dashboard to track crypto spot-futures premiumsβ53Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.β19Updated 3 years ago
- β33Updated 3 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.β73Updated 3 years ago
- Some codes used for the numerical examples proposed in https://hal.archives-ouvertes.fr/hal-01514987v2 and https://arxiv.org/abs/1705.014β¦β22Updated 6 years ago
- A multi-threaded triangular arbitrage bot in python using the ccxt libraries to handle the binance api.β49Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTMβ52Updated 4 years ago
- Example of order book modeling.β57Updated 6 years ago