currently1

currently1's Stars

• 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 used to start trade, stop loss or stop gain. It supports strategies with up to 4 different trades at the same time.

  Language:Python2510

• vnpy/vnpy_ib

  VeighNa框架的InteractiveBrokers交易接口

  Language:Python3431

• parker178912/bitget-python-connector

  Language:Python1

• aoki-h-jp/funding-rate-arbitrage

  Funding rate arbitrage on cryptocurrency.

  Language:Python13530

• enarjord/passivbot

  Trading bot running on Binance, Bybit, Bitget, OKX, BingX, and Hyperliquid

  Language:Python1.1k403

• hehonghui/awesome-english-ebooks

  经济学人(含音频)、纽约客、卫报、连线、大西洋月刊等英语杂志免费下载,支持epub、mobi、pdf格式, 每周更新

  Language:CSS20.8k1.6k

• WillHBX/Funding-Fee-Arbitrage-backtesting-framework

  Use Binance BTC/USDT spot and BTC/USDT perpetual contract data implement the funding fee arbitrage framework

  Language:Jupyter Notebook1

• PermanentLoss/permanentloss

  Use options to avoid impermanent loss as a liquidity provider

  Language:JavaScript183

• 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 volatility and directional estimates to adjust the spread and skew the quotes.

  Language:Jupyter Notebook72

• ChanrajMandok/deribit_volatility_surface_area

  Deribit Volatility Surface Area Async/Multithreaded Architecture. This Repo has the ability to construct a live Arb-free VSA object. This is done via subscribing to Websocket Connections and employing the Subject-Observer logic.

  Language:Python1

• nostoz/deribit_volatility_download_and_visualize

  Load, build and visualize volatility analytics from Deribit.

  Language:Python152

• sle14/Options-market-making-using-a-stochastic-control-approach

  Derivation of analytical expressions of optimal quotes for market making in options.

  Language:Python146

• Mtsetfosisekelo/Variance-Gamma-Model-Calibration

  Calibration of the VG model using neural networks. Calibration is the process of finding the optimal model parameters that yield a theoretical quote that closely matches the market observed price of an option. This code was written for my AIMS South Africa Structured Masters Thesis

  Language:Jupyter Notebook4

• Hentioe/policr-mini

  专注于验证的 Telegram 机器人

  Language:Elixir1k104

• ccxt/ccxt

  A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges

  Language:Python32.5k7.5k

• jren-jane/accumulator-option-pricing

  Pricing of an accumulator option using Monte Carlo simulation (by Python and C++) and analytical approximiation (by MATLAB)

  Language:C++51

• SnowSeventh/pricing_structured_product

  2018华泰证券暑期实习项目——利用深度学习为结构化产品定价的探索

  Language:Python237

• lvzhengde/xge-ptpv2

  用于10G以太网的PTPv2硬件引擎设计，Verilog HDL描述

  Language:C++142

• lvzhengde/tsn-soc

  用于时间敏感网络TSN(Time-Sensitive Network)的SoC设计

  Language:Verilog111

• lvzhengde/ctp-future-option

  基于上期技术CTP平台，C++设计，国内期货期权交易程序

  Language:C7

• qmhedging/poboquant

  quant strategy backtesting from pobo financial

  Language:Python482213

• pkuWu/Option_Hedge

  这是一个包含Zakamouline和WW两种期权对冲策略的项目

  Language:Python174

• yewenwu123/pythonOption

  50ETF/300ETF-Option

  Language:Jupyter Notebook2

• yuba316/SABR_Volatility_Arbitrage

  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model

  Language:Python198

• currently1/HFTFramework

  Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

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• silahian/VisualHFT

  VisualHFT is a cutting-edge GUI platform for market analysis, focusing on real-time visualization of market microstructure. Built with WPF & C#, it displays key metrics like Limit Order Book dynamics and execution quality. Its modular design ensures adaptability for developers and traders, enabling tailored analytical solutions.

  Language:C#719145

• crypto-chassis/ccapi

  A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.

  Language:C++568195

• r3v5/Bybit-Market-Making-Trading-Strategy-Bot

  Market-Making bot that trades a specific cryptocurrency on an exchange, using the Bybit testnet API to receive real-time market data.

  Language:Python21

• jshellen/HFT

  High Frequency Market Making

  Language:Jupyter Notebook38381

• javifalces/HFTFramework

  HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

  Language:MQL513835