vishnugovind10 / MarketMakingLinks
Market Making in Python
☆17Updated last year
Alternatives and similar repositories for MarketMaking
Users that are interested in MarketMaking 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…☆50Updated 4 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆33Updated 3 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆17Updated 6 months ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 3 years ago
- high-frequency grid trading strategy backtesting for binance futures☆23Updated 2 years ago
- 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
- 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
- Repository for market making ideas☆40Updated last year
- ☆33Updated 3 years ago
- ☆25Updated 2 years ago
- High Frequency Trading Strategies☆45Updated 7 years ago
- Sharing quantitative analyses on Crypto Lake data☆65Updated 9 months ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆56Updated 3 years ago
- Prototype of delta neutral market making strategy trading the BTCUSD perpetuals on Bybit and Binance.☆19Updated 3 years ago
- A bot coded for an algorithmic trading competition using market making, statistical arbitrage, and delta and vega hedging☆73Updated 7 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆22Updated 5 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.☆73Updated 2 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆29Updated 3 years ago
- Deribit bot to Delta Hedge Strategy.☆13Updated 2 years ago
- 🔌 Aggregate candlesticks from high frequency tick data from WebSockets☆30Updated last year
- Load, build and visualize volatility analytics from Deribit.☆27Updated last year
- Example of order book modeling.☆56Updated 5 years ago
- This project is to download and analyze cryptocurrency option data available on Deribit via a public API. Data are collected on an Ubuntu…☆14Updated 3 years ago
- algo trading backtesting on BitMEX☆77Updated last year
- Derive order flow from Tick and Trade data.☆32Updated 3 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 8 months ago
- A library that can be used to download the entire BTC and ETH option chain data on Deribit.☆63Updated 4 years ago