schepal / crypto_vol_arbLinks
A tool used to analyze arbitrage opportunities in cryptocurrency option markets.
☆13Updated 5 years ago
Alternatives and similar repositories for crypto_vol_arb
Users that are interested in crypto_vol_arb are comparing it to the libraries listed below
Sorting:
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- ☆44Updated 3 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆19Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 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
- Deribit bot to Delta Hedge Strategy.☆16Updated 3 years ago
- Market making strategy example☆28Updated 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
- 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
- Repository for market making ideas☆43Updated last year
- 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
- Sharing quantitative analyses on Crypto Lake data☆67Updated last year
- ☆66Updated 2 years ago
- ☆33Updated 4 years ago
- ☆21Updated 2 years ago
- 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
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 11 months ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- Volatility surface visualizer for cryptocurrency options.☆59Updated 2 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆20Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- ☆36Updated 4 years ago
- 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
- replication of micro-price on crytocurrency data☆10Updated 3 years ago
- ☆16Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- ☆49Updated 8 years ago
- ☆119Updated 7 years ago