Alternatives and similar repositories for GammaScalping

Users that are interested in GammaScalping are comparing it to the libraries listed below

• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆14Updated 2 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• elvinwangyh / Medium
  This repo is for my articles published on Medium.com
  ☆16Updated 2 years ago
• FranklinMa810 / Market-Microstructure
  ☆24Updated 5 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• xixi0222 / Find-Alpha-Volatility-Factor
  Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.
  ☆12Updated 4 years ago
• shuangology / Machine-Learning-for-Asset-Managers
  Implementation of code snippets and exercises in the book Machine Learning for Asset Managers written by Prof. Marcos López de Prado.
  ☆16Updated 5 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆25Updated 2 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• thertrader / Using-random-forest-to-model-limit-order-book-dynamic
  I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead
  ☆30Updated 5 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆39Updated 5 years ago
• Sarabmonga07 / Kernel-Smoothing-Technique-for-Option-Derivatives-
  Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …
  ☆11Updated 4 years ago
• ialpatov / hft
  High Frequency Market Making: Optimal Quoting
  ☆13Updated 2 years ago
• financialnoob / crypto
  experiments with crypto trading
  ☆17Updated last year
• schepal / crypto_gamma_exposure
  A research project to study the gamma exposure of market-makers in Bitcoin option markets.
  ☆15Updated 5 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• aidinattar / Volatility-carry-trading-strategy
  Modelling the implicit volatility, using multi-factor statistical models.
  ☆21Updated 6 months ago
• ozencgungor / Pairs_Trading_Kalman
  Mock pairs trading strategy and backtesting with Kalman iltering and pair selection using clustering and cointegration.
  ☆13Updated 3 years ago
• we-z / Orderbook-HFT
  Order Book Imbalance trading strategy
  ☆11Updated 2 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• Zhenfeng-Liang / Market_MicroStructure_Models
  ☆25Updated 9 years ago
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆15Updated 3 years ago
• maxlamberti / optimal-order-execution
  Exploring Optimal Order Execution in Simulated Limit Order Books
  ☆19Updated 2 years ago
• BlackArbsCEO / hypothesis_driven_strategy_development
  ☆12Updated 2 years ago
• erectfully / Hftish
  Alpaca-based Order Book Inbalace Algorithm.
  ☆12Updated 5 years ago
• theo-dim / Global-Macro-Strategies
  A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …
  ☆13Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆48Updated 8 years ago
• jo-cho / trading-rules-using-machine-learning
  Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.
  ☆69Updated 2 years ago
• aconstandinou / pairs-trading-equities
  ☆25Updated 7 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆64Updated 6 years ago