29 skills found
JerBouma / AlgorithmicTradingThis repository contains three ways to obtain arbitrage which are Dual Listing, Options and Statistical Arbitrage. These are projects in collaboration with Optiver and have been peer-reviewed by staff members of Optiver.
vicaws / ArbitragerepairPython modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
ezozu / MarketVisionQuantified stochastic binary option arbitrage via high-frequency tick data backtesting & optimized Martingale risk management algorithms.
yuba316 / SABR Volatility ArbitrageA 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
Yan1015 / Arbitrage Opportunity MonitorThis project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stock market.
satyapravin / Deribit Option ArbTool to identify option arbitrage opportunities across different expiries.
alexanderkudryashov3 / Crypto OptionsCrypto-Options Volatility Surface Calibration and Arbitrage
JO-OLADEJI / GingerBreadA bot for executing arbitrage trades using flash swaps on the avalanche C-chain. Has the option to log successful arbitrage trades on Telegram.
schepal / Crypto Vol ArbA tool used to analyze arbitrage opportunities in cryptocurrency option markets.
tfrmma / Options Pricing Engine RsLow-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Adaptive Gauss-Kronrod CF pricers, full analytic Greeks, forward-mode AD (incl. jump sensitivities), Halley IV solver, LM/DE global calibration, no-arbitrage repair, Rayon parallelism. CI + clippy, 0 warnings.
rlindland / Options Stat ArbA bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging
senyka0 / Binance Options ArbitrageScript for trade arbitrage opportunities between European-style options and Perpetual futures, with notifications in telegram
XanderRobbins / Arbitrage Free Volatility SurfaceArbitrage-free volatility surface construction with SVI & Heston calibration. Python toolkit for options pricing and risk management.
NadirAliOfficial / QuantConnnectA collection of algorithmic trading strategies for QuantConnect, including straddle options, triangular arbitrage, and crypto strategies. Features data analysis, visualization, backtesting, and optimization tools, all designed for seamless integration with the QuantConnect API. Perfect for quantitative traders aiming to develop and test strategies.
sasikanuri / Option ArbitrageA Project to identify option arbitrage opportunities via Black Scholes. This is referred to as 'Option Arbitrage Trading' which seeks to neutralize certain market risks by taking offsetting long and short related securities.
akgod / Option Arbitragefuture_option_arbitrage
leanderdulac / Crypto Vol ArbA tool used to analyze arbitrage opportunities in cryptocurrency option markets.
LorenzoAusiello / OptionCalculator Python Package'OptionCalculator' class provides user-friendly functions for option pricing, arbitrage detection, visualization (and not only) without the need for intricate calculations.
v-buchkov / Statistical Arbitrage BacktesterVolatility statistical arbitrage backtesting library via delta-hedge replication of an option
willhammondhimself / Adaptive Volatility ArbitrageVolatility arbitrage trading system with delta-neutral options, backtesting, live trading, and comprehensive Greeks management.
