satyapravin / Deribit-Option-Arb
Tool to identify option arbitrage opportunities across different expiries.
☆15Updated 4 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
- 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
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 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…☆14Updated 3 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆32Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆61Updated 4 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
- Market Making in Python☆16Updated 11 months ago
- ☆32Updated 4 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆14Updated last month
- Repository for market making ideas☆39Updated 10 months ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆72Updated 2 years ago
- ☆30Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 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
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 6 months ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 4 years ago
- Derive order flow from Tick and Trade data.☆30Updated 3 years ago
- Python API for accessing Lake high frequency tick trades & order book data☆39Updated 3 months ago
- ☆38Updated 3 years ago
- Phd repo☆16Updated 2 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 3 years ago
- ☆17Updated 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
- Collection of Models related to market making☆16Updated 4 years ago