☆21Apr 1, 2023Updated 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…☆23Feb 2, 2025Updated last year
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆90May 19, 2023Updated 2 years ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 3 years ago
- Bitmex 自动量化交易☆14Dec 20, 2019Updated 6 years ago
- Collection of tidbits for HFT server config.☆54Sep 20, 2021Updated 4 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆22May 8, 2024Updated last year
- Deployment of a market maker trading strategy through the GDAX.com API☆24Dec 9, 2022Updated 3 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Dec 14, 2025Updated 2 months ago
- An implementation of a stock market trading bot, which uses Deep Q Learning☆24Nov 21, 2022Updated 3 years ago
- Second coursework & case from Sber Data Science competition. Links to scientific papers to which I will refer will be here.☆13Nov 12, 2021Updated 4 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆36Jun 14, 2023Updated 2 years ago
- Stock Exchange Engine written in Rust☆30Nov 18, 2021Updated 4 years ago
- Package to build risk model for factor pricing model☆28Jul 26, 2024Updated last year
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆63Jul 1, 2021Updated 4 years ago
- ☆36Aug 29, 2022Updated 3 years ago
- Submission for Optiver's 2023 ReadyTraderGo.☆26Mar 26, 2023Updated 2 years ago
- [Python Package] Code from 'The Elements of Hawkes Processes' Book☆30Sep 28, 2023Updated 2 years ago
- A research project and comparative study on various Active Noise Cancellation Algorithms like FxLMS, EMFN, Chebyshev filter and Hammerste…☆10Jul 3, 2022Updated 3 years ago
- A library of techniques for local interpretation of machine learning models☆12Mar 24, 2023Updated 2 years ago
- ☆11May 17, 2024Updated last year
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 4 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…☆73Jun 3, 2018Updated 7 years ago
- Transfer Learning for Stenosis Detection in X-ray Coronary Angiography☆13Jul 3, 2021Updated 4 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Winning Solution for the M5 Competition for Uncertainty Forecasting☆10May 25, 2023Updated 2 years ago
- Forex Fair Value Gap Indicator for MT5☆13Dec 11, 2024Updated last year
- This Dolphin texture project is aimed to making Sonic Colors look much, MUCH better.☆11May 30, 2015Updated 10 years ago
- Python client for Contec CMS50EW pulse oximeter☆11Apr 6, 2017Updated 8 years ago
- A comprehensive list of pain intensity classification papers mainly based on deep learning algorithms☆12Oct 20, 2024Updated last year
- Quantized transaction strategy open source☆40Jan 4, 2020Updated 6 years ago
- ☆38Aug 2, 2021Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆649Jul 6, 2023Updated 2 years ago
- Exploratory analysis, visualization of stock market data along with predictions made on it using different techniques.☆38Aug 28, 2023Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152May 9, 2020Updated 5 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆148Dec 28, 2019Updated 6 years ago
- Self-similarity Prior Distillation for Unsupervised Remote Physiological Measurement☆10Oct 18, 2024Updated last year
- Implementation of QRS Detection Algorithm on ECG signals based on Pan–Tompkins algorithm in python☆10Aug 27, 2021Updated 4 years ago