Sam Chepal

delta_hedge. A rebalancing tool to delta-hedge an options portfolio on Deribit Exchange.

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

flashbots_playground. This repository showcases several use-cases of the Flashbots relayer service to avoid getting exploited by sniper bots on the Ethereum network.

deribit_orderbook_searcher. A handy tool to quickly analyze the orderbook depth for all Deribit listed options.

deribit_flows_heatmap. Python

crypto_gamma_exposure. A research project to study the gamma exposure of market-makers in Bitcoin option markets.

crypto_vol_arb. A tool used to analyze arbitrage opportunities in cryptocurrency option markets.

opyn_greeks. A greeks monitor for Opyn options.

quant_research. List of some public research notes and resources.

awesome-cryptoeconomics. An awesome curated list of Cryptoeconomic research and learning materials

yahoo_vol. A tool to help analyze options markets.

everlasting_option_analysis. Jupyter Notebook

volatility_nft. Solidity

udacity_trading_projects. A collection of my projects completed during the Udacity AI For Trading program.

eth-dev-reading-list. A list of links to articles, tutorials and papers that are helpful for people developing on the ethereum stack

hegic_greeks. A playground to think about how to model Hegic LP greek exposures.

flashside. Long-tail MEV contracts to claim Otherside land NFTs