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.
  ☆16Updated 5 months ago
• bellyfat / mm-algo-prototype
  Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.
  ☆19Updated 3 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…
  ☆50Updated 4 years ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆32Updated 3 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
• cfzvzv / alpha_avellaneda_stoikov
  Phd repo
  ☆16Updated 2 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…
  ☆14Updated 2 months ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• mindful-math / LOB-Modeling
  Collection of Models related to market making
  ☆16Updated 4 years ago
• fraserjohnstone / pairs-trading-backtest-system
  Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies
  ☆22Updated 5 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 …
  ☆31Updated 2 months ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆25Updated 4 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• jshellen / statarb
  ☆31Updated 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
• nkaz001 / gridtrading
  high-frequency grid trading strategy backtesting for binance futures
  ☆23Updated 2 years ago
• egorrazzhivin / HFT-Market-Making
  Market making strategies and scientific papers
  ☆13Updated last year
• txu2014 / binance_orderflow
  Derive order flow from Tick and Trade data.
  ☆30Updated 3 years ago
• michaelsyao / GammaScalping
  Option Strategy for Futures
  ☆14Updated 4 years ago
• joomong / HFT-Research
  Optimal high-frequency market making strategy
  ☆20Updated 5 months ago
• ecivini / CryptoHFT
  An automatic high frequency trading bot for cryptocurrencies
  ☆23Updated 4 years ago
• dstreetquant / pyVWAPTradingSignalSystem
  A Python system to generate Volume Weighted Average Pricing (VWAP) Model based Long/Short Trading Signal
  ☆17Updated 7 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• nikkizhao1202 / Trading_Strategy_SP500
  Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM
  ☆10Updated 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
  ☆27Updated 3 years ago
• jironghuang / trend_following
  Developing a trend following model using futures
  ☆31Updated last year
• kpuchalskixiv / Impact-of-market-microstructure-on-stock-price
  ☆17Updated 3 years ago
• picklenchips / MARKET-MAKING-RL
  Using reinforcement learning to make markets in the high frequency trading setting.
  ☆15Updated 2 weeks ago
• RolfMetzger / binanceFuturesMarketMakerPublic
  ☆17Updated 5 years ago