A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
☆77Jun 22, 2022Updated 4 years ago
Alternatives and similar repositories for delta_hedge
Users that are interested in delta_hedge are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆75Aug 29, 2020Updated 6 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 …☆37Feb 13, 2025Updated last year
- ☆48Mar 22, 2022Updated 4 years ago
- Visualization Tool for Deribit Options☆84Apr 5, 2020Updated 6 years ago
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆36Mar 19, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆18Nov 23, 2023Updated 2 years ago
- A handy tool to quickly analyze the orderbook depth for all Deribit listed options.☆20Jan 13, 2023Updated 3 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Sep 23, 2020Updated 6 years ago
- ☆32Dec 4, 2020Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆19Nov 6, 2024Updated last year
- Option visualiser for linear and inverse contracts☆32May 28, 2024Updated 2 years ago
- A research project to study the gamma exposure of market-makers in Bitcoin option markets.☆18Sep 12, 2020Updated 6 years ago
- 这是一个包含Zakamouline和WW两种期权对冲策略的项目☆19Apr 15, 2022Updated 4 years ago
- Deribit bot to Delta Hedge Strategy.☆14Oct 2, 2022Updated 4 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆11Sep 17, 2021Updated 5 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆61Mar 12, 2021Updated 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…☆17Sep 17, 2021Updated 5 years ago
- The deribit_historical_trades repository gathers cryptocurrency (BTC, ETH, SOL, USDC) derivatives traded on the cryptocurrency derivative…☆24Mar 1, 2023Updated 3 years ago
- Python Code for Option Analysis☆47Dec 4, 2018Updated 7 years ago
- The visualize_crypto_options repository provides a Python script for visualizing cryptocurrency (BTC, ETH, SOL, USDC) options traded on t…☆17Mar 1, 2023Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- A Deep Learning Framework for Neural Derivative Hedging☆31Feb 3, 2022Updated 4 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- ☆25May 22, 2026Updated 5 months ago
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆58Aug 14, 2020Updated 6 years ago
- Reinforcement Learning in Options Hedging: A Deep-Deterministic-Policy-Gradient-based Dynamic Hedging Strategy☆12Jan 13, 2023Updated 3 years ago
- Option hedging strategies are investigated using two reinforcement learning algorithms: deep Q network and deep deterministic policy grad…☆20Nov 28, 2019Updated 6 years ago
- Volatility surface visualizer for cryptocurrency options.☆64Dec 8, 2022Updated 3 years ago
- A cryptocurrency options trading framework☆12Aug 9, 2021Updated 5 years ago
- Scan all of Deribits Options☆18Aug 26, 2024Updated 2 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A new and more effective method for dynamic hedging☆14Jan 11, 2018Updated 8 years ago
- Load, build and visualize volatility analytics from Deribit.☆33Oct 5, 2023Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- ☆21Nov 4, 2022Updated 3 years ago
- ☆15Apr 6, 2022Updated 4 years ago
- ☆25Dec 18, 2015Updated 10 years ago