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Yuvaraja Subramaniam's Projects

blackbird icon blackbird

Blackbird Bitcoin Arbitrage: a long/short market-neutral strategy

cpptrader icon cpptrader

High performance components for building Trading Platform such as ultra fast matching engine, order book processor

deribit_data_scraper icon deribit_data_scraper

A library that can be used to download the entire BTC and ETH option chain data on Deribit.

mai3-broker icon mai3-broker

Match and execute orders for mai-protocol-v3 at the right time.

stocksanalyticalserver icon stocksanalyticalserver

Analytical Server to construct 15 seconds OHLC from trade data and publish the BAR data to clients thru websockets

stocky icon stocky

Library that will generate ISIN to symbol mapping from NSE, BSE, Yahoo, and Zerodha

volatility-trading icon volatility-trading

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

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