DegenSugarBoo / Stoikov-Avellaneda-MMLinks
☆17Updated 2 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
Sorting:
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆20Updated 6 months ago
- ☆28Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- A Practical Guide to a Simple Data Stack.☆40Updated 11 months ago
- Orderflow trading bot based on BSI☆19Updated last year
- Phd repo☆17Updated 3 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆16Updated 7 years ago
- Repo for HFT project in CMF☆30Updated 2 years ago
- ☆36Updated 4 years ago
- Package to build risk model for factor pricing model☆28Updated last year
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Updated 3 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆31Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆17Updated 4 years ago
- Mid price estimation in LOB using Markov model☆12Updated 3 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆26Updated 9 months ago
- Market Making in Python☆19Updated last year
- AS model performance versus trivial delta for market-makers☆20Updated 3 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Updated 6 months ago
- Application of VPIN in cyrptocurrency market.☆21Updated 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…☆71Updated 7 years ago
- High Frequency Trading Strategies☆49Updated 8 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆85Updated 2 years ago
- Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.☆49Updated 5 years ago
- ☆117Updated 7 years ago
- Substantial backtesting of statistical arbitrage pairs trading with crypto-currencies☆23Updated 5 years ago
- Limit Order book and matching engine in Rust.☆51Updated 3 years ago
- Collection of Models related to market making☆18Updated 4 years ago
- Quantitative Finance & Algorithmic Trading in Python course of Udemy☆11Updated 7 years ago
- ☆65Updated 2 years ago