mmssss / hft-market-making

Implementation of HFT backtesting simulator and Stoikov strategy

Date Created 2022-10-24 (about a year ago)
Commits 22 (last one about a year ago)
Stargazers 70 (0 this week)
Watchers 3 (0 this week)
Forks 24
License unknown
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RepositoryStats indexes 523,840 repositories, of these mmssss/hft-market-making is ranked #340,363 (35th percentile) for total stargazers, and #394,351 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #8,238/14,471.

mmssss/hft-market-making is also tagged with popular topics, for these it's ranked: trading (#416/570)

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

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updated: 2024-05-26 @ 05:00am, id: 556732688 / R_kgDOIS8REA