Alternatives and similar repositories for Stoikov-Avellaneda-MM

Users that are interested in Stoikov-Avellaneda-MM are comparing it to the libraries listed below

• jshellen / statarb
  ☆33Updated 3 years ago
• TechieBoy / rust-orderbook
  Limit Order book and matching engine in Rust.
  ☆49Updated 3 years ago
• PontusHultkrantz / price-discovery
  Mid price estimation in LOB using Markov model
  ☆12Updated 3 years ago
• JurajZelman / airl-market-making
  The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …
  ☆22Updated 7 months ago
• im1235 / EIE
  Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data
  ☆36Updated 4 years ago
• andrewlfc7 / funding-arb-bot
  Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities
  ☆17Updated 9 months ago
• lkrenn / Market-Making-With-Crypto
  Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs
  ☆33Updated 3 years ago
• andrewlfc7 / BFX-BSI
  Orderflow trading bot based on BSI
  ☆18Updated 10 months ago
• dolmatovas / HFT
  Repo for HFT project in CMF
  ☆28Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 4 years ago
• 0xDub / rust-channel-benchmark
  A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)
  ☆28Updated last year
• wcskkk375 / CryptoBacktest
  a cpp framework for crypto currentcy tick data backtesting
  ☆17Updated 4 years ago
• ZhangMian-CentraleSupelec / High-Frequency-Data-and-Limit-Order-Book
  ☆25Updated 2 years ago
• pe049395 / Market-Making
  Repository for market making ideas
  ☆40Updated last year
• bylethquant / simple-data-stack
  A Practical Guide to a Simple Data Stack.
  ☆40Updated 9 months ago
• CodingNoob234 / deribit-marketmaker-rest
  A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…
  ☆17Updated 4 months ago
• robertmartin8 / BinancePremiums
  Dashboard to track crypto spot-futures premiums
  ☆53Updated 2 years ago
• ericbudish / HFT-Races
  Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …
  ☆47Updated 3 years ago
• shaileshkakkar / MicroPriceIndicator
  This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…
  ☆69Updated 7 years ago
• schepal / crypto_vol_arb
  A tool used to analyze arbitrage opportunities in cryptocurrency option markets.
  ☆13Updated 4 years ago
• 0xDub / crypto-http-protocols
  Track which HTTP protocols are being used by exchanges' servers
  ☆16Updated last year
• vishnugovind10 / MarketMaking
  Market Making in Python
  ☆17Updated last year
• JuaanM0 / orderbook-heatmap
  ☆32Updated 7 months ago
• layoups / microstructure-and-liquidity
  ☆21Updated 2 years ago
• twanas / hft-server-settings
  Collection of tidbits for HFT server config.
  ☆50Updated 3 years ago
• YieldXLabs / quant
  event-driven trading and backtesting engine
  ☆19Updated 7 months ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆45Updated 7 years ago
• factorpricingmodel / factor-pricing-model-risk-model
  Package to build risk model for factor pricing model
  ☆28Updated 11 months ago
• fourth-descender / HFT-Model
  Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
  ☆21Updated 4 months ago
• evermarkets / market-maker-bot
  Market making strategy example
  ☆26Updated 4 years ago