A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
☆88Jan 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- Order Book Imbalance trading strategy☆11Nov 21, 2022Updated 3 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 5 years ago
- Market making strategies and scientific papers☆14Aug 20, 2023Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- 两家交易所做比特币的高频对冲☆18Dec 5, 2019Updated 6 years ago
- Optimal high-frequency market making strategy☆30Nov 24, 2024Updated last year
- robotRay is a python robo trader bot for several strategies including: 1) naked puts based on a simple vega crush algo, 2) golden cross. …☆14Aug 27, 2021Updated 4 years ago
- High frequency trading algorithm for Bitmex☆22Jun 22, 2020Updated 6 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- High Frequency Trading Strategies☆49Aug 14, 2017Updated 9 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- High Frequency Jump Prediction Project☆37Jun 1, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆38Aug 2, 2021Updated 5 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆153May 6, 2023Updated 3 years ago
- An algorithmic trading robot written in Python.☆27Jun 4, 2017Updated 9 years ago
- High Frequency Market Making☆643Sep 24, 2023Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 5 months ago
- High Frequency Analysis Based On Level-2 Data(Limit Order Book& Transaction Data)☆123May 20, 2024Updated 2 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- tick价差套利(参考vnpy网友资料、vnpy论坛资料、windquant): 1、按被动腿时间戳对齐 2、profile函数展示(需要py3) 3、平稳性检验 4、对冲手数计算 5、2sigma开仓,3sigma止损(或者赌价差扩散?)6、连续止损后cool down一…☆15Nov 2, 2019Updated 6 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- 实行gamma scalping策略时的期权组合选择工具☆19Mar 10, 2019Updated 7 years ago
- We propose using Probabilistic Graphical Models such as Bayesian Networks and Hidden Markov Models to construct a global-macro trading st…☆14Apr 28, 2018Updated 8 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…☆77Jun 3, 2018Updated 8 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- High-frequency trading in a limit order book☆60Apr 15, 2019Updated 7 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 5 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆16Feb 12, 2021Updated 5 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆66Jan 5, 2020Updated 6 years ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 6 years ago
- Market making strategy example☆28Feb 26, 2021Updated 5 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆723Jul 6, 2023Updated 3 years ago
- trade ES Futures Options☆35Nov 22, 2020Updated 5 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 7 months ago
- ☆44Dec 22, 2016Updated 9 years ago