Tool to identify option arbitrage opportunities across different expiries.
☆19Nov 6, 2024Updated 2 years 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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆37Feb 13, 2025Updated last year
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆77Jun 22, 2022Updated 4 years ago
- Deribit API article code☆11Sep 4, 2022Updated 4 years ago
- An Option Market Maker for Deribit API☆12Apr 27, 2021Updated 5 years ago
- Deribit algo project written in python trading crypto futures☆28Mar 16, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A long short strategy on US sectors (ETF/Future)☆13Nov 30, 2022Updated 3 years ago
- Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram☆11Jun 10, 2023Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 3 years ago
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 4 years ago
- I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into …☆25Aug 10, 2022Updated 4 years ago
- Freqtrade consumer strategy to receive the dataframes of producers and store them in QuestDB for storage or further processing☆11Aug 10, 2023Updated 3 years ago
- Apply Box&Tiao to generate stationary price spread series in steel industry commodity futures market for pair trading☆14Dec 11, 2022Updated 3 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆48Mar 22, 2022Updated 4 years ago
- Stochastic volatility models and their application to Deribit crypro-options exchange☆13Nov 10, 2024Updated last year
- Load, build and visualize volatility analytics from Deribit.☆34Oct 5, 2023Updated 3 years ago
- from for/if/else to my first option back-test function☆21Jul 8, 2020Updated 6 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆27Dec 26, 2022Updated 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…☆22Feb 2, 2025Updated last year
- A main CTA backtesting system and several research of utilizing machine learning on asset pricing☆15Jul 31, 2026Updated 3 months ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆58Aug 14, 2020Updated 6 years ago
- Scan all of Deribits Options☆18Aug 26, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Rule-based cryptocurrency market analysis and reproducible backtesting toolkit powered by Bybit V5 market data.☆12Oct 24, 2026Updated last week
- Tmatic is a cryptocurrency platform designed for automated trading on the Bitmex, Bybit and Deribit crypto exchanges.☆39Mar 22, 2026Updated 7 months ago
- Python DEX trading API☆11Dec 13, 2023Updated 2 years ago
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆19Aug 10, 2024Updated 2 years ago
- This project is to explore high-frequency model and strategy. You will expect high-frequency features mining, ml/dl models, and hf tradin…☆22May 19, 2021Updated 5 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆11Jul 10, 2021Updated 5 years ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 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…☆17Sep 17, 2021Updated 5 years ago
- My first high-frequency trading strategy using machine learning☆20Sep 16, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆36Mar 19, 2021Updated 5 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…☆20Oct 20, 2018Updated 8 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- 关于内存板型，主板板型，平台，内存颗粒对比与验货，说明标准的硬件搭配，附有一定 BIOS 设置科普的内存超频入门教程（否则硬件有问题那就没门了 =_=）。影响本教质量的主要因素是资料来源的不完整以及考虑的参数多，所以结果会因人而异。但看完本教程后预计观众能做到从硬件层面拓宽…☆10Jul 1, 2023Updated 3 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆17Mar 1, 2023Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆75Aug 29, 2020Updated 6 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆128Jan 10, 2024Updated 2 years ago