Alternatives and similar repositories for delta_hedge

Users that are interested in delta_hedge 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.
  ☆65Updated 4 years ago
• pengjin2 / Derbit-Volatility-Visulization
  Visualization Tool for Deribit Options
  ☆82Updated 5 years ago
• rlindland / options-market-making
  A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging
  ☆77Updated 7 years ago
• 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…
  ☆52Updated 4 years ago
• nkaz001 / market-making-backtest
  algo trading backtesting on BitMEX
  ☆79Updated last year
• vavarb / vavabot_options_strategy
  Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be …
  ☆33Updated 5 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• dwasse / vol-surface-visualizer
  Volatility surface visualizer for cryptocurrency options.
  ☆56Updated 2 years ago
• crypto-lake / analysis-sharing
  Sharing quantitative analyses on Crypto Lake data
  ☆66Updated 11 months ago
• lamres / pairs_trading_cryptocurrencies_strategy_catalyst
  Pairs trading strategy example based on Catalyst
  ☆49Updated 6 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆42Updated last year
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆105Updated 6 years ago
• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆17Updated 8 months ago
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆113Updated 11 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 3 years ago
• theopenstreet / VPIN_HFT
  ☆115Updated 7 years ago
• cryptarbitrage-code / deribit-position-greeks
  ☆43Updated 3 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆60Updated 6 years ago
• orderbooktools / crobat
  Academic python library that records changes to instances of the limit order book for pairs supported on the coinbase exchange.
  ☆52Updated 3 years ago
• jshellen / statarb
  ☆35Updated 4 years ago
• globophobe / asyncio-quant-tick
  🔌 Aggregate candlesticks from high frequency tick data from WebSockets
  ☆30Updated last year
• 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
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆53Updated 4 years ago
• staccDOTsol / DeribitMarketMaker2
  ☆33Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• pgaref / orderbook
  OrderBook Simulator with Limit and Iceberg functionality
  ☆76Updated 6 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆70Updated 7 years ago
• SpiralDevelopment / crypto-hft-data
  Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.
  ☆74Updated 5 years ago
• zzzzlzzzz / MarketMaker
  Simple market maker bot (grid order)
  ☆44Updated 5 years ago
• Blue-Universe / Time-Series-Analysis-Statistical-Arbitrage
  This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.
  ☆64Updated 5 years ago