lkrenn / Market-Making-With-Crypto
Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
☆30Updated 3 years ago
Alternatives and similar repositories for Market-Making-With-Crypto:
Users that are interested in Market-Making-With-Crypto are comparing it to the libraries listed below
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Repository for market making ideas☆39Updated 10 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆34Updated 4 years ago
- ☆30Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆48Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- ☆49Updated 3 years ago
- High Frequency Trading Strategies☆41Updated 7 years ago
- Market making strategy example☆25Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 4 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…☆68Updated 6 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 3 years ago
- Market Making in Python☆15Updated 10 months ago
- Collection of Models related to market making☆16Updated 4 years ago
- Derive order flow from Tick and Trade data.☆29Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- algo trading backtesting on BitMEX☆76Updated last year
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆28Updated 2 weeks ago
- Optimal high-frequency market making strategy☆18Updated 3 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆14Updated last month
- ☆21Updated 2 years ago
- Build your own historical Limit Order Book dataset☆38Updated 3 years ago