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javifalces
HFTFramework javifalces
52
225
apache-2.0
6
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
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
Created 2021-11-09
107 commits to main branch, last one 2 days ago