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active-strategy-framework

A flexible framework for active LP strategy simulations that use the full Uniswap v3 swap history

algorithmic-short-selling-with-python-published-by-packt

Algorithmic Short-Selling with Python

alphatools

Quantitative finance research tools in Python

apebot

arbitragelab

ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

awesome-mev

A list of MEV resources with a focus on past research papers/talks.

ccapi

A header-only C++ library for interacting with crypto exchanges. Binding for Python is provided. A spot market making application is also provided as an end-to-end solution for liquidity providers.

ccxt

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

cfmm-routing-code

Convex optimization for fun and profit.

code

Golub, Glattfelder and Olsen, ''The Alpha Engine: Designing an Automated Trading Algorithm''

coinmm

Code for cooperation with independent market making

crypto-research

crypto_vol_arb

A tool used to analyze arbitrage opportunities in cryptocurrency option markets.

cryptochassis-data-api-docs

A REST API providing snapshot, tick, and aggregated market data for crypto-currencies

cryptomancer

cvxportfolio

Portfolio optimization and simulation in Python

defi

Tools for use in DeFi. Impermanent Loss calculations, staking and farming strategies, coingecko and pancakeswap API queries, liquidity pools and more

defi-derivatives

A hopefully comprehensive guide to the defi derivative landscape

definetti

defiNETti is a program for performing Bayesian inference on exchangeable (or permutation-invariant) data via deep learning. In particular, it is well-suited for population genetic applications.

delta_hedge

A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.

deribit-perpetual-funding

deribit_data_collector

A library that can be used to download the entire BTC and ETH option chain data on Deribit.

dswa

filterpy

Python Kalman filtering and optimal estimation library. Implements Kalman filter, particle filter, Extended Kalman filter, Unscented Kalman filter, g-h (alpha-beta), least squares, H Infinity, smoothers, and more. Has companion book 'Kalman and Bayesian Filters in Python'.

finra

Python Jupyter Notebooks for Downloading and Manipulating FINRA Reg Sho Darkpool data

gamma-ray

High frequency trading bot for crypto currencies

gekko

A bitcoin trading bot written in node - https://gekko.wizb.it/

gvol-py-notebooks

hawkesprocesses.jl

MCMC Inference for a Hawkes process in Julia

hft_bitcoin

Analysis of High Frequency Trading on Bitcoin exchanges