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 4 months ago)

Stargazers 142 (0 this week)

Watchers 4 (0 this week)

Forks 36

License apache-2.0

Ranking

RepositoryStats indexes 565,600 repositories, of these javifalces/HFTFramework is ranked #222,687 (61st percentile) for total stargazers, and #366,616 for total watchers. Github reports the primary language for this repository as MQL5, for repositories using this language it is ranked #10/32.

javifalces/HFTFramework is also tagged with popular topics, for these it's ranked: deep-learning (#4,159/8173), reinforcement-learning (#606/1260), trading (#309/617), trading-bot (#142/286), trading-strategies (#112/201)

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: 2024-09-23 @ 01:46am, id: 426136634 / R_kgDOGWZUOg