javifalces / HFTFramework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

Date Created 2021-11-09 (3 years ago)

Commits 101 (last one 7 months ago)

Stargazers 217 (0 this week)

Watchers 6 (0 this week)

Forks 48

License apache-2.0

Ranking

RepositoryStats indexes 595,856 repositories, of these javifalces/HFTFramework is ranked #170,685 (71st percentile) for total stargazers, and #300,666 for total watchers. Github reports the primary language for this repository as MQL5, for repositories using this language it is ranked #5/34.

javifalces/HFTFramework is also tagged with popular topics, for these it's ranked: deep-learning (#3,402/8512), reinforcement-learning (#494/1337), trading (#254/657), trading-bot (#111/298), trading-strategies (#98/213)

Other Information

There have been 1 release, the latest one was published on 2022-07-16 (2 years ago) with the name V0.

All Topics

hft stoikov trading avellaneda algorithmic trading-bot market-maker deep-learning market-making market-making-bot avellaneda-stoikov trading-strategies high-frequency-trading reinforcement-learning

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Watcher History

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Recent Commit History

86 commits on the default branch (main) since jan '22

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Languages

The primary language is MQL5 but there's also others...

updated: 2024-12-11 @ 06:39pm, id: 426136634 / R_kgDOGWZUOg