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 (2 years ago)

Commits 101 (last one 27 days ago)

Stargazers 129 (0 this week)

Watchers 4 (0 this week)

Forks 34

License apache-2.0

Ranking

RepositoryStats indexes 528,822 repositories, of these javifalces/HFTFramework is ranked #227,212 (57th percentile) for total stargazers, and #352,843 for total watchers. Github reports the primary language for this repository as MQL5, for repositories using this language it is ranked #11/32.

javifalces/HFTFramework is also tagged with popular topics, for these it's ranked: deep-learning (#4,207/7776), reinforcement-learning (#601/1174), trading (#308/575), trading-bot (#147/278), trading-strategies (#111/184)

Other Information

There have been 1 release, the latest one was published on 2022-07-16 (about a year 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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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: 2024-06-05 @ 02:33am, id: 426136634 / R_kgDOGWZUOg