grantbelford
Enjoy researching, back testing and implementing cross-asset class algorithmic trading strategies.
Tokyo
Pinned Repositories
IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Bitcoin-Supply-Calculator
A very simple algorithm that calculates the total bitcoin supply after a given block
coinapi-sdk
SDKs for CoinAPI
Crypto-Perp-Swap-Mechanics
This paper provides an overview of the trading mechanics behind the BitMEX cryptocurrency perpetual swap product.
Cryptocurrency-Portfolio-Risk-Management-Techniques
https://kaironlabs.com/blog/tools-for-cryptocurrency-portfolio-risk-management-part-2
DEFI-Impermanent-Gain-Modelling
nb. Original spreadsheet produced by B. Fried & posted on Twitter. I have just recreated the s/s results and added comments from the original paper (referenced in comment in cell K1) as part of a personal DeFi learning exercise. I provided some small assistance/feedback to the paper authors.
ERC721-NFT-Smart-Contract-Deployment-on-Base
Mint an ERC721 standard NFT smart contract on Base Sepolia ETH Testnet using Foundry
flint
A Time Series Library for Apache Spark
github-slideshow
A robot powered training repository :robot:
hummingbot
grantbelford's Repositories
grantbelford/hummingbot
grantbelford/Cryptocurrency-Portfolio-Risk-Management-Techniques
https://kaironlabs.com/blog/tools-for-cryptocurrency-portfolio-risk-management-part-2
grantbelford/ERC721-NFT-Smart-Contract-Deployment-on-Base
Mint an ERC721 standard NFT smart contract on Base Sepolia ETH Testnet using Foundry
grantbelford/mev-boost
MEV-Boost allows Ethereum validators to source high-MEV blocks from a competitive builder marketplace
grantbelford/DEFI-Impermanent-Gain-Modelling
nb. Original spreadsheet produced by B. Fried & posted on Twitter. I have just recreated the s/s results and added comments from the original paper (referenced in comment in cell K1) as part of a personal DeFi learning exercise. I provided some small assistance/feedback to the paper authors.
grantbelford/Market-Microstructure-Optimized-Trade-Execution-using-RL
Based on GEN/ETH market microstructure LOB data, trades, objectives & constraints – recommend suitable algos which maximize pnl/minimize inventory losses within a fixed time horizon. The Reinforcement Learning (RL) method is chosen to help achieve optimized trade execution relative to given constraints.
grantbelford/Crypto-Perp-Swap-Mechanics
This paper provides an overview of the trading mechanics behind the BitMEX cryptocurrency perpetual swap product.
grantbelford/RNN-LSTM
RNN-LSTM for cryptocurrency trading
grantbelford/straddles-hedge
Sample code to hedge atlantic straddles against Bybit
grantbelford/straddles-hedge-sim
simulate hedging atlantic straddles with long puts
grantbelford/Bitcoin-Supply-Calculator
A very simple algorithm that calculates the total bitcoin supply after a given block
grantbelford/t81_558_deep_learning
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
grantbelford/coinapi-sdk
SDKs for CoinAPI
grantbelford/V3-Open-API-SDK
grantbelford/Statistical-arbitrage-in-cryptocurrency-markets
Repository to show and share the code used for creating the results explored in the paper "Statistical arbitrage in cryptocurrency markets".
grantbelford/flint
A Time Series Library for Apache Spark
grantbelford/github-slideshow
A robot powered training repository :robot:
grantbelford/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
grantbelford/Spoon-Knife
This repo is for demonstration purposes only.
grantbelford/QuantLib
The QuantLib C++ library