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ghlian's Projects

bestbash icon bestbash

The BEST bashrc anyone could hope for! (Configured for Arch)

bitcoin icon bitcoin

Bitcoin Core integration/staging tree

bitcoin_volatility_forecasting icon bitcoin_volatility_forecasting

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management

bitcoinoptiontrading icon bitcoinoptiontrading

code of Thesis: Trading Strategies for Bitcoin Options based on Deviations in Risk Neutral and Historical Densities

blazingmq icon blazingmq

A modern high-performance open source message queuing system

book_irds3 icon book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

btctrading icon btctrading

Time Series Forecast with Bitcoin value, to detect upward/down trends with Machine Learning Algorithms

bxbot icon bxbot

A simple Bitcoin trading bot written in Java.

calculate_vix_rolldown icon calculate_vix_rolldown

Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV

calspread icon calspread

Intraday trading strategy for futures calendar spreads. Uses crude oil futures and 1-minute bid/ask bars from Interactive Brokers with a Bollinger Band mean reversion strategy. Runs in Moonshot. Demonstrates using exchange native spreads for live/paper trading, and non-native spreads for backtesting.

ccapi icon 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 icon ccxt

A JavaScript / Python / PHP cryptocurrency trading API with support for more than 120 bitcoin/altcoin exchanges

chronicle-wire icon chronicle-wire

A Low Garbage Java Serialisation Library that supports multiple formats

crypto-lob-data-pipeline icon crypto-lob-data-pipeline

I built a real-time streaming data pipeline using kafka, consuming deribit-api-v2 limit order book prices 📈 and transforming them into an order flow imbalance indicator.

crypto_algo_trading icon crypto_algo_trading

This quant framework applies algorithm trading in Crypto market. The trading pairs focus on spots, perpetuals, futures, and options in Deribit and BitMex.

cryptofeed icon cryptofeed

Cryptocurrency Exchange Feed Handler with synthetic NBBO

csvpp icon csvpp

C++/Boost-based library for reading and writing CSV files

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