cmaforte Goto Github PK
Name: Chi Ma
Type: User
Company: Forte
Bio: Quant Trader
Chi Ma's Projects
backtesting_simulation
backtesting
bitcoin-implied-volatility
Using the LedgerX public websocket API we're able to get live top of the orderbook updates for an option chain with over 150 different contracts and save the data to a RedisTimeSeries type as well as publish updates to listening subscribers. An example subscriber, an interactive plot showing the implied volatility skew of the selected expiration and type (call or put).
data
orderbook data and everything
deribit_data_collector
A library that can be used to download the entire BTC and ETH option chain data on Deribit.
inventory-model
support_resistance
Small package that helps to find support and resistance levels and plot them on chart
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