A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
☆78May 23, 2025Updated last year
Alternatives and similar repositories for crypto-volatility-surface
Users that are interested in crypto-volatility-surface are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆11May 12, 2015Updated 11 years ago
- A minimalistic matching engine designed for a trading exchange☆20Aug 16, 2026Updated last month
- Extract and visualize implied volatility from option chain data☆50Mar 26, 2026Updated 6 months ago
- A collection of homeworks of market microstructure models.☆300Sep 26, 2026Updated 2 weeks ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆24Mar 1, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆306Updated this week
- A multi-factor equity risk model for quantitative trading.☆981Aug 16, 2024Updated 2 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…☆71Mar 6, 2024Updated 2 years ago
- Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python☆239Updated this week
- ☆19Oct 5, 2026Updated last week
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python☆20Jul 7, 2019Updated 7 years ago
- Engine and UI for tracking trading performance across stocks and derivatives (options, futures, & future options).☆15Feb 20, 2022Updated 4 years ago
- Forecast volatility using OHLC volatility estimators☆30Apr 17, 2026Updated 5 months ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- High Frequency Market Making☆646Sep 24, 2023Updated 3 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆44Dec 23, 2023Updated 2 years ago
- This repo containse the demos and link to slides for the Ibis + DuckDB geospatial talk☆16Jul 11, 2024Updated 2 years ago
- Fetch klines and trades data from binance.☆23May 2, 2023Updated 3 years ago
- Run the CBOE VIX Volatility equation on a stock of your choosing.☆23Oct 4, 2023Updated 3 years ago
- Low latency, single producer & many consumer (SPMC) ring buffer that works with shared memory.☆24Aug 12, 2026Updated 2 months ago
- A curated list of resources dedicated to Deep Hedging☆88Nov 5, 2022Updated 3 years ago
- A Rust library for the Hyperliquid API☆24May 18, 2026Updated 4 months ago
- High frequency factors based on order and trade data.☆76Dec 16, 2023Updated 2 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- A Collection of public tutorials published in the qubitquants.pro blog☆75Apr 15, 2023Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- ☆63Sep 4, 2019Updated 7 years ago
- Volatility surface visualizer for cryptocurrency options.☆64Dec 8, 2022Updated 3 years ago
- Collection of Python3 modules for working with outranking graphs☆10Updated this week
- Learning project by project.☆20Aug 29, 2021Updated 5 years ago
- Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.☆61Jan 5, 2023Updated 3 years ago
- 博客相关代码、数据☆15Apr 6, 2022Updated 4 years ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Framework for building low latency clients on top of TCP.☆30Oct 5, 2026Updated last week
- ☆51Sep 2, 2024Updated 2 years ago
- A rust crate that implements a simple time or size-based rolling file appender.☆19Feb 24, 2023Updated 3 years ago
- ☆42May 23, 2024Updated 2 years ago
- ☆27Apr 12, 2026Updated 6 months ago
- unparse parse tree for kdb+/q☆17Mar 26, 2022Updated 4 years ago
- A simple file extension called .securlybypass that can be opened in any GitHub Codespace. (meant for securly bypasses, DUH)☆12May 6, 2025Updated last year