Alternatives and similar repositories for cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading

Users that are interested in cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading are comparing it to the libraries listed below

• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated last year
• jshellen / statarb
  ☆38Updated 4 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆75Updated 3 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆67Updated 5 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆65Updated 6 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆33Updated 4 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆79Updated 7 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆19Updated last year
• zugzvangg / crypto-calibration
  Stochastic volatility models and their application to Deribit crypro-options exchange
  ☆13Updated last year
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆55Updated 5 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆21Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 4 years ago
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆61Updated 4 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆37Updated 5 years ago
• Yan1015 / Pairs-Trading-using-Copula
  This project is to apply Copula Function to pair trading strategy both in American stock market.
  ☆30Updated 7 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 3 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated last year
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆17Updated 4 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆70Updated last year
• theopenstreet / VPIN_HFT
  ☆123Updated 8 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆57Updated 5 years ago
• keanekwa / Optiver-Ready-Trader-Go
  Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…
  ☆92Updated 2 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆72Updated last year
• KangOxford / Volume-Forecasting
  Time Series Prediction of Volume in LOB
  ☆59Updated last year
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆36Updated last year
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆22Updated last year