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.
  ☆17Updated 7 months 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
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆19Updated 3 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆21Updated 7 months ago
• staccDOTsol / DeribitMarketMaker2
  ☆33Updated 4 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…
  ☆51Updated 4 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 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
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆17Updated 4 months 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 …
  ☆31Updated 4 months ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆33Updated 3 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 5 years ago
• rlindland / options-stat-arb
  A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging
  ☆11Updated 7 years ago
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• evermarkets / market-maker-bot
  Market making strategy example
  ☆26Updated 4 years ago
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆23Updated 2 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 8 years ago
• RolfMetzger / binanceFuturesMarketMakerPublic
  ☆18Updated 5 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 4 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• quantrocket-codeload / calspread
  Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a …
  ☆12Updated last year
• nkaz001 / data-tardis
  Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.
  ☆21Updated 4 years ago
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆32Updated 3 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆19Updated 3 years ago
• MerlinR / Hexital
  Hexital - Incremental Technical Analysis Library
  ☆22Updated 2 months ago
• jshellen / statarb
  ☆33Updated 3 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 5 years ago
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year