lamres / pairs_trading_cryptocurrencies_strategy_catalystLinks
Pairs trading strategy example based on Catalyst
☆49Updated 6 years ago
Alternatives and similar repositories for pairs_trading_cryptocurrencies_strategy_catalyst
Users that are interested in pairs_trading_cryptocurrencies_strategy_catalyst are comparing it to the libraries listed below
Sorting:
- Example of order book modeling.☆56Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆51Updated 4 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆51Updated 3 years ago
- Quantopian Pairs Trading algorithm implementation.☆61Updated 7 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Example of adaptive trend following strategy based on Renko☆120Updated 6 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Tools to calculate and plot support/resistance lines for OHLC datasets☆26Updated 6 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago
- Market Making / Stat Arb strategy☆61Updated 8 years ago
- Developing a trend following model using futures☆33Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆62Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 7 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- High-frequency trading in a limit order book☆59Updated 6 years ago
- ☆49Updated 8 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- Research Repo (Archive)☆73Updated 4 years ago
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated last month
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆65Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago