Tag
#volatility
10 repositories
Repos
Backtester for evaluating options and equity portfolio strategies over historical data. Includes tools for strategy sweeps, tail-risk hedge analysis, and signal-based timing research.
A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
Forecasting Bitcoin Volatility Spikes from Whale Transactions and Cryptoquant Data Using Synthesizer Transformer Models
This repository contains the codebase used in the research conducted for the paper titled "Benchmarking Cryptocurrency Forecasting Models in the Context of Data Properties and Market Factors." The study involved a rigorous assessment of thirteen different time series forecasting models over twenty-one cryptocurrencies and four distinct time frames.
This is a fully functioning Binance trading bot that measures the volatility of every coin on Binance and places trades with the highest gaining coins. It is based on original CyberPunkMetalHead bot
Ensemble price forecasting with volatility prediction (XGBoost on cached features). Multiple simulated paths per request; CRPS scoring for calibration and sharpness. Synthetic price data for options and portfolio analytics. Python, XGBoost, NumPy, Pandas, properscoring, Pyth API, PostgreSQL, Pydantic, Docker.
Pool and strategies implementation contracts for GammaSwap V1 protocol
Uniswap V4 hook that dynamically adjusts swap fees based on real-time pool volatility using an EWMA model. Calm market → 0.05%. Volatile market → 1.00%. No oracle, no off-chain data — pure on-chain math in a single beforeSwap callback. Deployed on Sepolia.