├── DeltaHedging ├── README.md ├── deliverables │ └── run-delta-hedged-strategy.py ├── reports │ ├── data │ │ ├── BTC │ │ │ ├── BTC_stategy_performance.png │ │ │ ├── df_final_position.parquet │ │ │ ├── summary_final_ret.csv │ │ │ ├── summary_performance_all.csv │ │ │ ├── trading_opportunities.png │ │ │ └── trading_opportunities_perc.png │ │ └── ETH │ │ │ ├── ETH_stategy_performance.png │ │ │ ├── df_final_position.parquet │ │ │ ├── eth_trading_opportunities.png │ │ │ ├── eth_trading_opportunities_perc.png │ │ │ ├── summary_final_ret.csv │ │ │ └── summary_performance_all.csv │ ├── delta-neutral-trading-strategy.md │ └── walk-through-the-code.md └── src │ ├── __pycache__ │ ├── backtest.cpython-38.pyc │ ├── utils.cpython-38.pyc │ └── variables.cpython-38.pyc │ ├── backtest.py │ ├── utils.py │ └── variables.py ├── GetServerData ├── README.md ├── deliverables │ └── get-server-data.py ├── reports │ ├── images │ │ ├── event-log.png │ │ ├── read_write.png │ │ ├── read_write_all.png │ │ └── storage.png │ └── walk-through-the-code.md └── src │ ├── credentials.py │ └── utils.py ├── README.md ├── Server ├── README.md ├── reports │ ├── images │ │ ├── database-output.png │ │ └── log-sample.png │ ├── report-data-download.md │ └── report-ubuntu-server-setup.md └── src │ ├── move-files.sh │ ├── number-data-available.sh │ ├── option-data-download.py │ └── server-setup.sh ├── SpotAnalysis ├── README.md ├── deliverables │ └── run-spot-analysis.py ├── reports │ ├── images │ │ ├── BTC │ │ │ ├── greeks │ │ │ │ ├── atm_term_structure │ │ │ │ │ ├── atm-Delta-structure.png │ │ │ │ │ ├── atm-Gamma-structure.png │ │ │ │ │ ├── atm-Rho-structure.png │ │ │ │ │ └── atm-Theta-structure.png │ │ │ │ └── surface │ │ │ │ │ ├── Delta-surface.png │ │ │ │ │ ├── Gamma-surface.png │ │ │ │ │ ├── Rho-surface.png │ │ │ │ │ └── Theta-surface.png │ │ │ └── volatility │ │ │ │ ├── cubic_interpolation │ │ │ │ ├── atm-vol-structure.png │ │ │ │ └── volatility-surface.png │ │ │ │ ├── iv-delta-surface.png │ │ │ │ ├── linear_interpolation │ │ │ │ ├── atm-vol-structure.png │ │ │ │ └── volatility-surface.png │ │ │ │ ├── nearest_interpolation │ │ │ │ ├── atm-vol-structure.png │ │ │ │ └── volatility-surface.png │ │ │ │ └── volatility-smile.png │ │ └── ETH │ │ │ ├── greeks │ │ │ ├── atm_term_structure │ │ │ │ ├── atm-Delta-structure.png │ │ │ │ ├── atm-Gamma-structure.png │ │ │ │ ├── atm-Rho-structure.png │ │ │ │ └── atm-Theta-structure.png │ │ │ └── surface │ │ │ │ ├── Delta-surface.png │ │ │ │ ├── Gamma-surface.png │ │ │ │ ├── Rho-surface.png │ │ │ │ └── Theta-surface.png │ │ │ └── volatility │ │ │ ├── cubic_interpolation │ │ │ ├── atm-vol-structure.png │ │ │ └── volatility-surface.png │ │ │ ├── iv-delta-surface.png │ │ │ ├── linear_interpolation │ │ │ ├── atm-vol-structure.png │ │ │ └── volatility-surface.png │ │ │ ├── nearest_interpolation │ │ │ ├── atm-vol-structure.png │ │ │ └── volatility-surface.png │ │ │ └── volatility-smile.png │ ├── spot-derivatives-analysis.md │ └── walk-through-the-code.md └── src │ ├── __pycache__ │ └── utils.cpython-37.pyc │ └── utils.py └── TimeSeriesAnalysis ├── README.md ├── deliverables └── run-time-series-analysis.py ├── reports ├── BTC │ └── 720_min_calibration │ │ ├── data │ │ ├── BTC_atm_iv.parquet │ │ ├── BTC_parameters.parquet │ │ └── BTC_skew.parquet │ │ ├── images │ │ ├── BTC_atm_iv.png │ │ ├── BTC_atm_iv_term_structure.png │ │ ├── BTC_parameters.png │ │ └── BTC_skew.png │ │ └── tables │ │ ├── BTC_atm_iv.parquet │ │ ├── BTC_parameters.parquet │ │ └── BTC_skew.parquet ├── ETH │ └── 720_min_calibration │ │ ├── data │ │ ├── ETH_atm_iv.parquet │ │ ├── ETH_parameters.parquet │ │ └── ETH_skew.parquet │ │ ├── images │ │ ├── ETH_atm_iv.png │ │ ├── ETH_atm_iv_term_structure.png │ │ ├── ETH_parameters.png │ │ └── ETH_skew.png │ │ └── tables │ │ ├── ETH_atm_iv.parquet │ │ ├── ETH_parameters.parquet │ │ └── ETH_skew.parquet ├── images │ ├── 1 day_returns.png │ ├── 5 minutes_returns.png │ ├── BTC_iv_distribution.png │ ├── 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