☆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:
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆16Sep 28, 2026Updated last month
- Repository for market making ideas☆43Apr 26, 2024Updated 2 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
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆154May 9, 2020Updated 6 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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
- A pure Rust SDK for [Lighter DEX](https://lighter.xyz) - a zk-powered perpetual futures exchange on lighter.☆13Nov 26, 2025Updated 11 months ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- ☆11May 24, 2015Updated 11 years ago
- ☆16Jun 28, 2022Updated 4 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
- VecMap<K, V>: The Map API for Vec<(K, V)> (Rust)☆14May 18, 2026Updated 5 months ago
- Python implementation of the Three Pass Regression Filter☆15Aug 25, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆32Dec 4, 2020Updated 5 years ago
- A high-performance Rust trading bot that performs arbitrage between Pacifica (maker) and Hyperliquid (taker). The bot continuously monito…☆20Sep 30, 2026Updated 3 weeks ago
- A minimalistic, lock-free, fixed-size cache for Rust.☆56Oct 19, 2026Updated last week
- 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
- Surface SVI parameterisation and corresponding local volatility☆63May 10, 2020Updated 6 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆732Jul 6, 2023Updated 3 years ago
- Neural network framework for volatility surface approximation and calibration. Supports rough Heston/Bergomi, random grids, multi-regime …☆15Jul 7, 2026Updated 3 months ago
- Unofficial pure Rust-Signer for lighter protocol with full native libraries.☆23Jul 3, 2026Updated 3 months ago
- ☆69Apr 10, 2021Updated 5 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Paper published in the Journal of Investment Management, co-authored with Sanjiv R. Das☆13Oct 4, 2017Updated 9 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆45Jun 14, 2023Updated 3 years ago
- Hierarchical neural implicit inference over event ensembles. Code repository associated with https://arxiv.org/abs/2306.12584.☆16Jun 24, 2023Updated 3 years ago
- Implementation of the BERT model using LongNet☆10Sep 29, 2026Updated last month
- ☆13Mar 6, 2023Updated 3 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 3 years ago
- Simplified Deribit market maker for personal customization☆19Jan 20, 2020Updated 6 years ago
- AD9851 DDS module controller library for Arduino (written in C)☆12Oct 2, 2020Updated 6 years ago
- An unofficial Hardhat plugin for working with circuits written in Noir☆12May 22, 2023Updated 3 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A high-performance, thread-safe quantitative trading system implementing: CLOB (Central Limit Order Book) L2 order books with fast top-o…☆18Sep 18, 2026Updated last month
- CTP with python3.4.3☆10Aug 1, 2017Updated 9 years ago
- USRP, GNU Radio based IEEE 802.11af Implementation☆11Apr 17, 2017Updated 9 years ago
- FinAI Contest 2025 @ IEEE CSCloud 2025☆14Oct 28, 2025Updated last year
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- ☆20Feb 14, 2024Updated 2 years ago
- The Rational-Macro Agent Based Model. A Python (multi-agent) reinforcement learning interface of the "CATS" model.☆13Dec 30, 2024Updated last year