Alternatives and similar repositories for crypto_vol_arb

Users that are interested in crypto_vol_arb are comparing it to the libraries listed below

• schepal / deribit_data_collector
  A library that can be used to download the entire BTC and ETH option chain data on Deribit.
  ☆63Updated 4 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆73Updated 3 years ago
• cryptarbitrage-code / deribit-position-greeks
  ☆43Updated 3 years ago
• schepal / deribit_orderbook_searcher
  A handy tool to quickly analyze the orderbook depth for all Deribit listed options.
  ☆19Updated 2 years ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆56Updated 2 years ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆26Updated 4 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆41Updated last year
• Hudie / crypto_algo_trading
  This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…
  ☆51Updated 4 years ago
• bottama / Deribit-Option-Data
  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
• kolliderhq / example_market_maker
  ☆16Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆34Updated 3 years ago
• hulatown / vpin
  Application of VPIN in cyrptocurrency market.
  ☆21Updated 6 years ago
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated 8 months ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• Aureliano90 / LP-Option-Hedging
  A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
  ☆34Updated 3 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆66Updated 10 months ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆75Updated 7 years ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• adamkhakhar / lp-delta-hedge
  ☆61Updated 2 years ago
• bottama / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
  This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…
  ☆8Updated 3 years ago
• jshellen / statarb
  ☆33Updated 3 years ago
• ragoragino / avellaneda-stoikov
  Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…
  ☆90Updated 7 years ago
• vavarb / vavabot_delta_hedge
  Deribit bot to Delta Hedge Strategy.
  ☆14Updated 2 years ago
• jeromeku / cryptocurrency-derivatives-pricing-and-delta-neutral-volatility-trading
  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
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 9 months ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• theopenstreet / VPIN_HFT
  ☆114Updated 7 years ago