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gamma-scalping

Here are 4 public repositories matching this topic...

tfrmma / gamma-scalper

Short gamma scalping on Deribit BTC/ETH options, delta-hedged via perpetuals. Avellaneda-Stoikov pricing with live vol surface, funding-adjusted sizing, and config-driven risk controls. Kill switch on RV spikes, drawdown breaches, and adverse funding. Asyncio stack: market data, strategy, execution, and risk engine running as independent loops.

python options asyncio derivatives quantitative-finance volatility black-scholes deribit delta-hedging avellaneda-stoikov gamma-scalping

Updated Jun 28, 2026
Python

FlashAlpha-lab / flashalpha-historical-examples

21 backtest essays for options strategies on QuantConnect LEAN. Side-by-side C# + Python. Powered by flashalpha-quantconnect.

python csharp examples cookbook lean vrp quantconnect algorithmic-trading backtest options-trading gex 0dte gamma-scalping dealer-positioning flashalpha vol-surface

Updated Jun 4, 2026
Python

Dunequartzue6p3si / options-gamma-scalping-bot

Options gamma scalping bot for neutral market conditions

python bot options strategy gamma-scalping

Updated Aug 6, 2026
Solidity

CondorCommodore / gamma-scalp

Compact gamma scalp core with SAL/SML anchoring and smoke test

typescript options trading black-scholes gamma-scalping

Updated Mar 31, 2026
TypeScript

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