CornellDataScience / FiggieBot
Creating a game to play Figgie & Train an agent to play against
☆13Updated 2 years ago
Alternatives and similar repositories for FiggieBot:
Users that are interested in FiggieBot are comparing it to the libraries listed below
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆13Updated 3 months ago
- Mid price estimation in LOB using Markov model☆12Updated 2 years ago
- Orderflow trading bot based on BSI☆17Updated 6 months ago
- ☆29Updated 3 years ago
- a cpp framework for crypto currentcy tick data backtesting☆16Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆34Updated 4 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆14Updated 5 months ago
- Simple Market-Taking Card Game☆21Updated 9 months ago
- ☆21Updated 2 years ago
- Testnet exchange - near identical mirror to the prod exchange | Rest API + WS + Matching Engine☆12Updated 5 months ago
- A Practical Guide to a Simple Data Stack.☆39Updated 5 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆27Updated 10 months ago
- An algorithmic sandbox for Jane Street's game, "Figgie"☆76Updated 9 months ago
- Hawkes with Latency☆19Updated 4 years ago
- Collection of Models related to market making☆16Updated 4 years ago
- ☆21Updated 2 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆30Updated 3 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆45Updated 3 years ago
- Repo for HFT project in CMF☆28Updated 2 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆30Updated 3 years ago
- Limit Order book and matching engine in Rust.☆46Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆53Updated 2 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20Updated 3 years ago
- Track which HTTP protocols are being used by exchanges' servers☆15Updated 10 months ago
- ☆49Updated 3 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆68Updated 6 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆25Updated last year
- ☆28Updated 3 months ago
- Application of VPIN in cyrptocurrency market.☆20Updated 5 years ago
- AS model performance versus trivial delta for market-makers☆18Updated 3 years ago