Alternatives and similar repositories for crypto-portfolio-optimization:

Users that are interested in crypto-portfolio-optimization are comparing it to the libraries listed below

• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆47Updated 6 years ago
• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 4 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆59Updated last year
• kurupjayesh / Statistical-Arbitrage-using-Pairs-Trading
  ☆46Updated 7 years ago
• jo-cho / Technical_Analysis_Strategies_Cryptocurrency
  Different trading strategies using technical analysis. Data: Ethereum/USD 5 minutes bars
  ☆16Updated 3 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆69Updated 2 years ago
• r8m / MarketMaker
  Marketmaker trading strategy
  ☆26Updated 8 years ago
• vsmolyakov / fin
  finance
  ☆43Updated 7 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆30Updated 3 years ago
• zzzzlzzzz / MarketMaker
  Simple market maker bot (grid order)
  ☆42Updated 5 years ago
• AlgoTrader5 / cryptoq
  stores market data from cryptofeed to kdb+
  ☆23Updated 3 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆78Updated 4 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆70Updated 6 years ago
• linhnguyen215538 / Volatility-Study
  • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…
  ☆45Updated 3 years ago
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆47Updated 4 years ago
• kkanagal / MSE448Project
  Market Making / Stat Arb strategy
  ☆59Updated 7 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆19Updated 5 years ago
• Vineet-Mehta / ML_HFT
  Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms
  ☆25Updated 6 years ago
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆37Updated 2 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆38Updated 6 years ago
• Yan1015 / Arbitrage-Opportunity-Monitor
  This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…
  ☆17Updated 6 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆50Updated 4 years ago
• saeed349 / AlgoTrading
  Use the zipline and pyfolio to analyze trades.
  ☆9Updated 7 years ago
• cswaney / prickle
  A Python toolkit for high-frequency trade research.
  ☆40Updated 6 years ago
• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆59Updated 4 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆57Updated 7 years ago