rlindland / options-market-makingView external linksLinks
A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
☆79Jan 27, 2018Updated 8 years ago
Alternatives and similar repositories for options-market-making
Users that are interested in options-market-making are comparing it to the libraries listed below
Sorting:
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆11Jan 27, 2018Updated 8 years ago
- 两家交易所做比特币的高频对冲☆19Dec 5, 2019Updated 6 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 5 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆22Jun 24, 2022Updated 3 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 years ago
- An algorithmic trading robot written in Python.☆28Jun 4, 2017Updated 8 years ago
- High Frequency Trading Strategies☆48Aug 14, 2017Updated 8 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
- High Frequency Jump Prediction Project☆38Jun 1, 2020Updated 5 years ago
- High Frequency Analysis Based On Level-2 Data（Limit Order Book& Transaction Data)☆115May 20, 2024Updated last year
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 2 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Sep 10, 2021Updated 4 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- High Frequency Market Making☆611Sep 24, 2023Updated 2 years ago
- ☆37Aug 2, 2021Updated 4 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆107Oct 16, 2015Updated 10 years ago
- Analysis of High Frequency Trading on Bitcoin exchanges☆168Aug 21, 2017Updated 8 years ago
- Simulator of a basic order book flow and order execution☆18Mar 22, 2023Updated 2 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 3 years ago
- Market making strategy example☆28Feb 26, 2021Updated 4 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 5 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆50Apr 9, 2020Updated 5 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- Deep Q-Learning for Market Making☆127Jun 12, 2018Updated 7 years ago
- This is for the capstone project "Optimal Execution of a VWAP order".☆37Nov 21, 2019Updated 6 years ago
- Derive order flow from Tick and Trade data.☆33Aug 13, 2021Updated 4 years ago
- Example of order book modeling.☆58Jun 18, 2019Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆14Feb 2, 2023Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆10Jun 10, 2023Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- streaming order book data from TD Ameritrade API☆34Jul 1, 2020Updated 5 years ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆12Apr 28, 2018Updated 7 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated this week