3 results found Sort:
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Created
2021-11-09
101 commits to main branch, last one 4 months ago
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
Created
2023-04-27
12 commits to main branch, last one about a year ago
Repository for market making ideas
Created
2023-05-16
27 commits to main branch, last one 5 months ago