satyapravin / Deribit-Option-ArbLinks
Tool to identify option arbitrage opportunities across different expiries.
☆17Updated 11 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 7 months ago
- Repository for market making ideas☆43Updated last year
- ☆33Updated 4 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆53Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆32Updated 4 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- High Frequency Trading Strategies☆48Updated 8 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Repo for HFT project in CMF☆29Updated 2 years ago
- Sharing quantitative analyses on Crypto Lake data☆67Updated last year
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Updated 8 months ago
- Example of order book modeling.☆58Updated 6 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- ☆36Updated 4 years ago
- A python implementation of a local copy of a Binance Orderbook.☆17Updated 5 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 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Deribit bot to Delta Hedge Strategy.☆16Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 4 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆55Updated 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
- Market Making in Python☆17Updated last year
- Market making strategy example☆28Updated 4 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆30Updated 4 years ago
- HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)☆35Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago