schepal / deribit_data_collectorLinks
A library that can be used to download the entire BTC and ETH option chain data on Deribit.
☆63Updated 4 years ago
Alternatives and similar repositories for deribit_data_collector
Users that are interested in deribit_data_collector are comparing it to the libraries listed below
Sorting:
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- ☆41Updated 3 years 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
- Volatility surface visualizer for cryptocurrency options.☆56Updated 2 years ago
- ☆36Updated last year
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆51Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Repository for market making ideas☆40Updated last year
- Sharing quantitative analyses on Crypto Lake data☆65Updated 9 months ago
- Example of order book modeling.☆56Updated 6 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 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 …☆31Updated 4 months ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A tool used to analyze arbitrage opportunities in cryptocurrency option markets.☆13Updated 4 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 7 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 4 years ago
- algo trading backtesting on BitMEX☆78Updated last year
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆75Updated 7 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.☆34Updated 2 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…☆8Updated 3 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 6 years ago
- ☆33Updated 3 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆102Updated 6 years ago
- ☆114Updated 7 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
- High-frequency trading in a limit order book☆59Updated 6 years ago