sandybradley / HarmonicTrader
Back test and trade harmonic patterns on Deribit
☆10Updated 5 years ago
Alternatives and similar repositories for HarmonicTrader:
Users that are interested in HarmonicTrader are comparing it to the libraries listed below
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆49Updated 4 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆32Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- Example of order book modeling.☆56Updated 5 years ago
- ☆48Updated 8 years ago
- Repository for market making ideas☆39Updated 11 months ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆25Updated 7 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆27Updated 3 years ago
- #易经 #道家 #十二生肖 #姓氏堂号子嗣贞节牌坊 #天文历法 #张灯结彩 #农历 #夜观星象 #廿四节气 #算卜 #紫微斗数 #十二时辰 #生辰八字 #命运 #风水 《始祖赢政之子赢家黄氏江夏堂联富•秦谏——大秦赋》 万般皆下品，唯有读书高。🚩🇨🇳🏹🦔中科红旗，…☆46Updated 10 months ago
- stores market data from cryptofeed to kdb+☆23Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆7Updated 3 years ago
- Trend Prediction for High Frequency Trading☆39Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- ☆11Updated 7 years ago
- Use machine learning to trade bitcoin.☆10Updated 3 years ago
- 实行gamma scalping策略时的期权组合选择工具☆15Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- This is the final project of Statistical Arbitrage course and it aims to apply pairs trading in high frequency data to realize auto-tradi…☆18Updated 6 years ago
- 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
- Collections of snippets for trading I find interesting☆26Updated 2 months ago
- Tool to identify option arbitrage opportunities across different expiries.☆15Updated 4 months ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆28Updated last month