☆21Nov 4, 2022Updated 3 years ago
Alternatives and similar repositories for microstructure-and-liquidity
Users that are interested in microstructure-and-liquidity are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Symbolic sequence learning package☆12Dec 8, 2025Updated 6 months ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 5 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆16Sep 12, 2020Updated 5 years ago
- Introducing more of the standard library☆26Aug 6, 2024Updated last year
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆16Apr 6, 2022Updated 4 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 3 years ago
- ☆13May 27, 2023Updated 3 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Sample BitMEX Market Making Bot☆29Apr 8, 2021Updated 5 years ago
- Vectorized quantile backtesting library☆15May 25, 2023Updated 3 years ago
- L3 Order Book and Matching Engine Implementaion in Java☆31Aug 5, 2021Updated 4 years ago
- Volatility models for stock prices using deep learning and mixture models.☆16Aug 20, 2022Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Estimation of the lead-lag parameter from non-synchronous data.☆139Apr 1, 2025Updated last year
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆26Dec 26, 2022Updated 3 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 4 years ago
- ☆70Oct 22, 2022Updated 3 years ago
- ☆16Jun 28, 2022Updated 3 years ago
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago
- ☆12Apr 17, 2021Updated 5 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- ☆25Dec 18, 2015Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- The aim of this repository is to merge several methods into one library to allow the user to establish the dynamics followed and to make …☆12Jan 19, 2023Updated 3 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Option Strategy for Futures☆19Jul 29, 2020Updated 5 years ago
- ☆16Jul 17, 2020Updated 5 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- ☆12Dec 22, 2023Updated 2 years ago
- Cryptocurrency Valuation: An Explainable AI Approach☆15Dec 14, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆32Dec 20, 2022Updated 3 years ago
- Anovos - An Open Source Library for Scalable feature engineering Using Apache-Spark☆73May 1, 2023Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆41Jan 3, 2021Updated 5 years ago