jeromeku / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu remote server with the implementation of Python3, Shell and SQLite and are then analyzed locally with Python3.
☆15Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
- 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
- Market Making in Python☆12Updated 6 months ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆57Updated 4 years ago
- ☆26Updated 3 years ago
- Repository for market making ideas☆37Updated 6 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
- Repo for HFT project in CMF☆26Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆66Updated 2 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆11Updated last year
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆28Updated 3 years ago
- ☆18Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆68Updated 6 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
- Dynamic portfolio optimization☆17Updated 11 months ago
- Example of order book modeling.☆57Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆11Updated 2 weeks ago
- ☆46Updated 3 years ago
- A financial trading method using machine learning.☆58Updated last year
- A low frequency statistical arbitrage strategy☆18Updated 5 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆12Updated 4 years ago
- Backtest result archive for Momentum Trading Strategies☆46Updated 5 years ago
- Developing a trend following model using futures☆31Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆33Updated 3 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆47Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆17Updated 2 years ago
- Load, build and visualize volatility analytics from Deribit.☆21Updated last year
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆25Updated 8 months ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆26Updated last year
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆28Updated 3 years ago