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 10 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:
- This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in De…☆55Updated 5 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆75Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated last year
- Sharing quantitative analyses on Crypto Lake data☆70Updated last year
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆79Updated 7 years ago
- Repository for market making ideas☆43Updated last year
- ☆34Updated 5 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Example of order book modeling.☆58Updated 6 years ago
- High Frequency Pairs Trading Based on Statistical Arbitrage (Python)☆103Updated 6 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆21Updated 4 years ago
- Binance cash-and-carry arbitrage bot☆78Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 4 years ago
- Pairs trading strategy example based on Catalyst☆49Updated 7 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆25Updated 3 years ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆67Updated 5 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Statistical arbitrage of cointegrating currencies with pair trading where the signal for the next day is predicted using LSTM☆57Updated 5 years ago
- A pairs trade is a market neutral trading strategy enabling traders to profit from virtually any market conditions. This strategy is cate…☆23Updated 4 years ago
- Market Making in Python☆19Updated last year
- Download Cryptocurrency Option Data from Deribit via public API and stored data in a remote Ubuntu server in an SQLite database.☆31Updated 4 years ago
- Collect real-time orderbook, trade and other HFT data from several crypto exchanges using WebSocket connections.☆76Updated 5 years ago
- Simple market maker bot (grid order)☆43Updated 6 years ago
- This Python package manages methods to reshape tick by tick data for order flow analysis☆113Updated last month
- ☆38Updated 4 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- Visualization Tool for Deribit Options☆82Updated 5 years ago
- Example of adaptive trend following strategy based on Renko☆123Updated 6 years ago
- Statistical Arbitrage script using OANDA's API for autotrading Forex☆20Updated 6 years ago