notaconduit/Statistical-Arbitrage-in-Cryptocurrencies
github.comThe goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python Python · 26
- GitHub stars
- 27
- Language
- Python
- Code license
- MIT
DUCKQUANT / THE QUANT & AI DIRECTORY
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The goal of this project is to develop a statistical arbitrage strategy for cryptocurrencies using Python Python · 26
Cryptocurrency Exchange REST API SDK Wrapper Implemented With the golang, Supporting OKX, Binance Go · 1,989
algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, market making) Jupyter…
Preprint, Procedural approaches towards Maximal Extracted Value TeX · 47
Automated trading bot for Polymarket Bitcoin Up or Down 5-minute markets that runs on NautilusTrader, fuses multiple market microstructure signals, and gates…
J Burian - arXiv preprint arXiv:2404.04262, 2024 - arxiv.org. … 1 on Ethereum Research, unveiling its potential to revolutionize the Ethereum blockchain’s ……
open research questions — V Gramlich, D Jelito, J Sedlmeir - Electronic Markets, 2024 - Springer. ... definition of MEV (Section “Defining…
Buying and trading of Bitcoin (BTC), Ethereum (ETH), TON, and other popular cryptocurrencies on HashKey Global—a licensed cryptocurrency exchange. As a regulated platform, it…
Explore this resource at its source website for documentation and current information.
RNN model to predict short term price movement (in this case BTC for the next 9 minutes) is used to visualize the model
Publication: CTBench: Cryptocurrency Time Series Generation Benchmark. Published Aug 3, 2025.
Publication: OpenMarket: A Synchronized Polymarket-Binance Dataset for High-Frequency Prediction-Market Research. Published Jul 28, 2026.
Publication: Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits. Published Aug 5, 2025.
Publication: Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations. Published May 4, 2020.
Publication: An analysis of Uniswap markets. Published Nov 8, 2019.
Publication: Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol. Published Sep 24, 2023.
Publication: Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest. Published Jul 17, 2025.
Publication: Impermanent Loss in Uniswap v3. Published Nov 17, 2021.
Publication: Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement. Published Aug 22, 2026.
Publication: Market Inefficiency in Cryptoasset Markets. Published Feb 24, 2026.
Publication: Optimal Control of Reserve Asset Portfolios for Stablecoins. Published Aug 13, 2025.
Publication: Equilibrium stochastic control with implicitly defined objective functions. Published Dec 23, 2023.
Publication: CryptoGAT: Are Time Series Models Effective for Cryptocurrency Forecasting?. Published Jun 26, 2026.
Publication: Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump. Published Apr 21, 2022.
Publication: Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting. Published Sep 12, 2022.
Publication: PumpSense: Real-Time Detection and Target Extraction of Crypto Pump-and-Dumps on Telegram. Published May 10, 2026.
Publication: DeFiFlowBench: Benchmarking and Improving Safe Executability in Natural-Language DeFi Workflow Synthesis. Published Sep 10, 2026.
SDK for cryptocurrency portfolio tracking with real-time prices, P/L calculations, and price alerts. Free tier available
Jupyter Notebook - statistical analysis of Binance BTC/USDT orderbook: OBI, CVD, spread
SDK for Trading/Data API and Websockets for FTX, FTXUS, OKX, Bybit, & More
Historical - Archived toolkit retained as an early reference for cryptocurrency wallet valuation, cross-currency conversion, and historical balance tracking
DEX aggregator API returning executable swap calldata across dozens of EVM chains.
Distributional forecasting of crypto log-returns by tangent-space geodesic extrapolation on the 2-Wasserstein manifold (quantile-function coordinates).…
Walk-forward, strictly-proper-scored distributional forecasts of BTC, ETH, SOL and BNB log-returns. The WGeo family beats the best classical baseline in 12/12 (asset × horizon)…
This is a library to use with Robinhood Financial App. It currently supports trading crypto-currencies, options, and stocks. In addition, it can be used…
Algorithmic trading framework for cryptocurrencies.