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 6 months ago)

Stargazers 212 (0 this week)

Watchers 5 (0 this week)

Forks 47

License apache-2.0

Ranking

RepositoryStats indexes 584,353 repositories, of these javifalces/HFTFramework is ranked #171,498 (71st percentile) for total stargazers, and #332,313 for total watchers. Github reports the primary language for this repository as MQL5, for repositories using this language it is ranked #5/33.

javifalces/HFTFramework is also tagged with popular topics, for these it's ranked: deep-learning (#3,411/8389), reinforcement-learning (#489/1309), trading (#252/645), trading-bot (#110/298), trading-strategies (#98/209)

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: 2024-11-20 @ 12:47pm, id: 426136634 / R_kgDOGWZUOg