senyka0 / binance-options-arbitrage
Script for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram
☆10Updated last year
Alternatives and similar repositories for binance-options-arbitrage
Users that are interested in binance-options-arbitrage are comparing it to the libraries listed below
Sorting:
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 6 months ago
- 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
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆50Updated 4 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 3 months ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆11Updated 6 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 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
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- Example of order book modeling.☆56Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Optimal high-frequency market making strategy☆21Updated 5 months ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆28Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆21Updated 4 years ago
- Phd repo☆16Updated 2 years ago
- ☆32Updated 3 years ago
- ☆17Updated 5 years ago
- algo trading backtesting on BitMEX☆77Updated last year
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆16Updated 3 months ago
- High Frequency Trading Strategies☆44Updated 7 years ago
- ☆33Updated 4 years ago
- Developing a trend following model using futures☆31Updated last year
- Market making strategy example☆25Updated 4 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆69Updated 6 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆21Updated 6 years ago
- ☆49Updated 8 years ago