joshuapjacob / crypto-volatility-surfaceLinks
A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
☆72Updated 7 months ago
Alternatives and similar repositories for crypto-volatility-surface
Users that are interested in crypto-volatility-surface are comparing it to the libraries listed below
Sorting:
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆284Updated this week
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- This repository includes an introduction to statistical arbitrage pairs trading. Specifically, I discuss some of the research methods req…