schepal / delta_hedgeLinks
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
☆73Updated 3 years ago
Alternatives and similar repositories for delta_hedge
Users that are interested in delta_hedge are comparing it to the libraries listed below
Sorting:
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 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 quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆52Updated 5 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Example of order book modeling.☆58Updated 6 years ago
- algo trading backtesting on BitMEX☆82Updated last year
- 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
- 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
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- Repository for market making ideas☆44Updated last year
- Volatility surface visualizer for cryptocurrency options.☆57Updated 2 years ago
- ☆117Updated 7 years ago
- Market making strategy example☆29Updated 4 years ago
- ☆43Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 10 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆75Updated 5 years ago
- ☆33Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 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…☆71Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- OrderBook Simulator with Limit and Iceberg functionality☆76Updated 6 years ago
- High-frequency statistical arbitrage☆216Updated 2 years ago
- High-frequency trading in a limit order book☆60Updated 6 years ago