Pinned Repositories
awesome-cryptoeconomics
An awesome curated list of Cryptoeconomic research and learning materials
crypto_gamma_exposure
A research project to study the gamma exposure of market-makers in Bitcoin option markets.
crypto_vol_arb
A tool used to analyze arbitrage opportunities in cryptocurrency option markets.
delta_hedge
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
deribit_data_collector
A library that can be used to download the entire BTC and ETH option chain data on Deribit.
deribit_flows_heatmap
deribit_orderbook_searcher
A handy tool to quickly analyze the orderbook depth for all Deribit listed options.
flashbots_playground
This repository showcases several use-cases of the Flashbots relayer service to avoid getting exploited by sniper bots on the Ethereum network.
opyn_greeks
A greeks monitor for Opyn options.
quant_research
List of some public research notes and resources.
schepal's Repositories
schepal/delta_hedge
A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.
schepal/deribit_data_collector
A library that can be used to download the entire BTC and ETH option chain data on Deribit.
schepal/flashbots_playground
This repository showcases several use-cases of the Flashbots relayer service to avoid getting exploited by sniper bots on the Ethereum network.
schepal/deribit_orderbook_searcher
A handy tool to quickly analyze the orderbook depth for all Deribit listed options.
schepal/crypto_gamma_exposure
A research project to study the gamma exposure of market-makers in Bitcoin option markets.
schepal/crypto_vol_arb
A tool used to analyze arbitrage opportunities in cryptocurrency option markets.
schepal/deribit_flows_heatmap
schepal/opyn_greeks
A greeks monitor for Opyn options.
schepal/quant_research
List of some public research notes and resources.
schepal/awesome-cryptoeconomics
An awesome curated list of Cryptoeconomic research and learning materials
schepal/volatility_nft
schepal/eth-dev-reading-list
A list of links to articles, tutorials and papers that are helpful for people developing on the ethereum stack
schepal/everlasting_option_analysis
schepal/yahoo_vol
A tool to help analyze options markets.
schepal/flashside
Long-tail MEV contracts to claim Otherside land NFTs
schepal/hegic_greeks
A playground to think about how to model Hegic LP greek exposures.
schepal/udacity_trading_projects
A collection of my projects completed during the Udacity AI For Trading program.
schepal/covalent_playground
schepal/DSCI_522_Group_407
schepal/dsci_532_group-209
schepal/dsci_532_group-209_dashR
schepal/eattheblocks
Source code for Eat The Blocks, a screencast for Ethereum Dapp Developers
schepal/ethereum-developer-tools-list
A guide to available tools and platforms for developing on Ethereum.
schepal/National_Collision_DB_Group407
Publish insights from the national collision database of Canada