michaelsyao / GammaScalpingLinks
Option Strategy for Futures
☆16Updated 5 years ago
Alternatives and similar repositories for GammaScalping
Users that are interested in GammaScalping are comparing it to the libraries listed below
Sorting:
- ☆24Updated 5 years ago
- A low frequency statistical arbitrage strategy☆20Updated 6 years ago
- Market making strategies and scientific papers☆14Updated 2 years ago
- ☆12Updated 2 years ago
- 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
- Collection of Models related to market making☆17Updated 4 years ago
- A Long/Short Global Macro Strategy based on French Fama 3-Factor Model with a target beta term. We evaluate its sensitivity to variation …☆14Updated 4 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Updated 6 years ago
- High Frequency Jump Prediction Project☆38Updated 5 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆12Updated 4 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Updated 3 years ago
- experiments with crypto trading☆17Updated last year
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 4 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Updated 2 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Updated 2 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Optimal high-frequency market making strategy☆25Updated last year
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- ☆25Updated 10 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Find trading pairs with Machine Learning☆41Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆71Updated 2 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Updated 4 months ago
- I use the random forest algorithm to forecast mid price dynamic over short time horizon i.e. a few seconds ahead☆31Updated 5 years ago
- Gamma Scalping Trading Strategies☆22Updated 9 years ago
- ☆16Updated 3 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Updated 4 years ago