satyapravin / Deribit-Option-ArbLinks
Tool to identify option arbitrage opportunities across different expiries.
☆18Updated 9 months ago
Alternatives and similar repositories for Deribit-Option-Arb
Users that are interested in Deribit-Option-Arb are comparing it to the libraries listed below
Sorting:
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆33Updated 6 months ago
- Repository for market making ideas☆42Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 5 years ago
- ☆33Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆74Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆20Updated 6 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 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…☆15Updated 3 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- ☆36Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Market Making in Python☆19Updated last year
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated 11 months ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 4 years ago
- Deribit bot to Delta Hedge Strategy.☆15Updated 2 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- algo trading backtesting on BitMEX☆80Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- Market making strategy example☆29Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆24Updated 3 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Here I go through the processing of prototyping a mean reversion trading strategy using statistical concepts, then test it in backtrader.☆61Updated 2 years ago
- ☆49Updated 8 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 years ago