Alternatives and similar repositories for binance-options-arbitrage

Users that are interested in binance-options-arbitrage are comparing it to the libraries listed below

• satyapravin / Deribit-Option-Arb
  Tool to identify option arbitrage opportunities across different expiries.
  ☆18Updated 9 months ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆30Updated 2 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 5 years ago
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆19Updated 3 years ago
• sanjeevai / order-imbalance
  Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform
  ☆11Updated 6 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 4 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆49Updated 8 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆24Updated 2 years ago
• kanupriyaanand / Pairs_Trading_Quant
  A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…
  ☆23Updated 3 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆35Updated 3 years ago
• 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 6 months ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆58Updated 6 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆43Updated last year
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆20Updated 3 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆31Updated 4 years ago
• June911 / micro-price
  replication of micro-price on crytocurrency data
  ☆10Updated 3 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆23Updated 9 months ago
• jshellen / statarb
  ☆36Updated 4 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆17Updated 3 years ago
• akhil2706 / PairsTrading
  A low frequency statistical arbitrage strategy
  ☆20Updated 6 years ago
• RolfMetzger / binanceFuturesMarketMakerPublic
  ☆20Updated 5 years ago
• justusip / cryptowizard
  A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading
  ☆10Updated 3 months ago
• staccDOTsol / DeribitMarketMaker2
  ☆33Updated 4 years ago
• koteyevlev / MarketMakingMLAlgo
  This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log
  ☆30Updated 3 years ago
• schepal / delta_hedge
  A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
  ☆74Updated 3 years ago
• shimonanarang / pair-trading
  Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM
  ☆54Updated 4 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆34Updated last year
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 5 years ago
• ecivini / CryptoHFT
  An automatic high frequency trading bot for cryptocurrencies
  ☆23Updated 5 years ago
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆21Updated 4 months ago