schepal / delta_hedge
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
☆72Updated 2 years ago
Alternatives and similar repositories for delta_hedge:
Users that are interested in delta_hedge are comparing it to the libraries listed below
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆62Updated 4 years ago
- Visualization Tool for Deribit Options☆80Updated 5 years ago
- ☆39Updated 3 years ago
- Volatility surface visualizer for cryptocurrency options.☆52Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆70Updated 7 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 years ago
- Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …☆29Updated last month
- algo trading backtesting on BitMEX☆76Updated last year
- Repository for market making ideas☆40Updated 11 months ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆64Updated 5 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
- Tool to identify option arbitrage opportunities across different expiries.☆16Updated 5 months ago
- ☆112Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆111Updated 11 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆28Updated last year
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆32Updated 3 years ago
- Example of order book modeling.☆56Updated 5 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆101Updated 6 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆52Updated 4 years ago
- ☆32Updated 4 years ago
- ☆31Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆47Updated 6 years ago
- ZTOM is the crypto exhange Trade Order Management System SDK. Built upon CCXT. Failure proof. Production Ready.☆59Updated 2 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…☆69Updated 6 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.☆50Updated 3 years ago
- Load, build and visualize volatility analytics from Deribit.☆26Updated last year
- Simple market maker bot (grid order)☆43Updated 5 years ago