2 results found Sort:

JerBouma
AlgorithmicTrading JerBouma
183
882
mit
28
This 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...
python finance optiver analysis algorithm arbitrage dual-listing cointegration pairs-trading options-arbitrage algorithmic-trading statistical-arbitrage
Created 2019-03-14
5 commits to master branch, last one about a year ago
keanekwa
Optiver-Ready-Trader-Go keanekwa
20
56
gpl-3.0
2
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
optiver trading market-making avellaneda-stoikov quantitative-finance
Created 2023-04-27
12 commits to main branch, last one about a year ago