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.
vnpy/vnpy_ib
VeighNa框架的InteractiveBrokers交易接口
parker178912/bitget-python-connector
aoki-h-jp/funding-rate-arbitrage
Funding rate arbitrage on cryptocurrency.
enarjord/passivbot
Trading bot running on Binance, Bybit, Bitget, OKX, BingX, and Hyperliquid
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
WillHBX/Funding-Fee-Arbitrage-backtesting-framework
Use Binance BTC/USDT spot and BTC/USDT perpetual contract data implement the funding fee arbitrage framework
PermanentLoss/permanentloss
Use options to avoid impermanent loss as a liquidity provider
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.
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.
nostoz/deribit_volatility_download_and_visualize
Load, build and visualize volatility analytics from Deribit.
sle14/Options-market-making-using-a-stochastic-control-approach
Derivation of analytical expressions of optimal quotes for market making in options.
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
Hentioe/policr-mini
专注于验证的 Telegram 机器人
ccxt/ccxt
A JavaScript / TypeScript / Python / C# / PHP cryptocurrency trading API with support for more than 100 bitcoin/altcoin exchanges
jren-jane/accumulator-option-pricing
Pricing of an accumulator option using Monte Carlo simulation (by Python and C++) and analytical approximiation (by MATLAB)
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
lvzhengde/xge-ptpv2
用于10G以太网的PTPv2硬件引擎设计,Verilog HDL描述
lvzhengde/tsn-soc
用于时间敏感网络TSN(Time-Sensitive Network)的SoC设计
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
qmhedging/poboquant
quant strategy backtesting from pobo financial
pkuWu/Option_Hedge
这是一个包含Zakamouline和WW两种期权对冲策略的项目
yewenwu123/pythonOption
50ETF/300ETF-Option
yuba316/SABR_Volatility_Arbitrage
A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
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 "
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.
crypto-chassis/ccapi
A header-only C++ library for interacting with crypto exchanges. Bindings for Python, Java, C#, Go, and Javascript are provided.
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.
jshellen/HFT
High Frequency Market Making
javifalces/HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "