vavarb / vavabot_options_strategyLinks
Deribit bot to run options strategy orders with different triggers and targets. You can set strategy cost to execute orders, this can be used to start trade, stop loss or stop gain. It supports strategies with up to 4 different trades at the same time.
☆33Updated 7 months ago
Alternatives and similar repositories for vavabot_options_strategy
Users that are interested in vavabot_options_strategy are comparing it to the libraries listed below
Sorting:
- Tool to identify option arbitrage opportunities across different expiries.☆18Updated 10 months ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 3 years ago
- 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
- algo trading backtesting on BitMEX☆82Updated last year
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 4 years ago
- Example of order book modeling.☆58Updated 6 years ago
- Sharing quantitative analyses on Crypto Lake data☆66Updated last year
- Repository for market making ideas☆44Updated last year
- ☆33Updated 4 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆105Updated 6 years ago
- Deribit bot to Delta Hedge Strategy.☆15Updated 2 years ago
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆54Updated 4 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆66Updated 5 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- This Python package manages methods to reshape tick by tick data for order flow analysis☆106Updated last week
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆75Updated 5 years ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- Simple market maker bot (grid order)☆44Updated 5 years ago
- high-frequency grid trading strategy backtesting for binance futures☆24Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- Cryptocurrency Trading Bot helps to backtest with Machine Learning Models and use it for trading the crypto☆28Updated 2 years ago
- Binance cash-and-carry arbitrage bot☆73Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- Derive order flow from Tick and Trade data.☆32Updated 4 years ago
- A sample market maker bot for Bybit☆48Updated 4 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- High Frequency Trading (HFT) done using the Alpaca Trade API and Python.☆25Updated 6 years ago