☆21Apr 1, 2023Updated 3 years ago
Alternatives and similar repositories for Stoikov-Avellaneda-MM
Users that are interested in Stoikov-Avellaneda-MM are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆103May 19, 2023Updated 3 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆22Feb 2, 2025Updated last year
- Simple Experimental Limit Order Book Simulation☆15Apr 12, 2020Updated 6 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…☆78Jun 3, 2018Updated 8 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Repository for market making ideas☆44Apr 26, 2024Updated 2 years ago
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 9 years ago
- Repo for HFT project in CMF☆30Jan 4, 2023Updated 3 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- Implementation of the BERT model using LongNet☆10Sep 29, 2026Updated last week
- ☆70Apr 10, 2021Updated 5 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆13Dec 30, 2024Updated last year
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 3 years ago
- ☆20Feb 14, 2024Updated 2 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- This is the code repository for 7FNCE025W High Frequency Trading.☆12Apr 12, 2023Updated 3 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- Replication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008):…☆94Oct 30, 2017Updated 8 years ago
- Collection of tidbits for HFT server config.☆52Sep 20, 2021Updated 5 years ago
- A minimalistic, lock-free, fixed-size cache for Rust.☆56May 30, 2026Updated 4 months ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- Automated two-sided market maker for Lighter perpetual futures. Spread width is driven by realized volatility, and an order-book imbalanc…☆35Jul 2, 2026Updated 3 months ago
- Black-Box Inference foR Differentiable Simulators☆23Nov 11, 2024Updated last year
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Gathers machine learning and deep learning models for Stock forecasting including trading bots and simulations☆12Sep 1, 2019Updated 7 years ago
- Co-pricing factor zoo☆18Apr 13, 2026Updated 5 months ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- replication of micro-price on crytocurrency data☆10Feb 27, 2022Updated 4 years ago
- Deployment of a market maker trading strategy through the GDAX.com API☆23Dec 9, 2022Updated 3 years ago
- ☆15Sep 11, 2026Updated 3 weeks ago
- A fast and simple to use Julia implementation of the macroeconomic model described in [Assenza, Delli Gatti, Grazzini (2015)]☆21Jun 13, 2025Updated last year
- Market Making trading bot for Saturn Network DEX☆12May 9, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- The Complexity Research Initiative for Systemic InstabilitieS☆27Oct 31, 2015Updated 10 years ago
- GobblerWatch: Discord notifications for ArtGobblers☆21Mar 6, 2023Updated 3 years ago
- Rust bindings for LightGBM☆62Sep 8, 2026Updated last month
- Study of price volume data to analyze an order imbalance strategy for Bitcoin on BitMEX platform☆12Dec 31, 2018Updated 7 years ago
- Implementation of Bayesian PCA [Bishop][1999] And Bayesian Kernel PCA☆13Jan 13, 2021Updated 5 years ago
- C++ implementation of rBergomi model☆27Jul 4, 2018Updated 8 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆44Jun 14, 2023Updated 3 years ago