ESkripichnikov / market-makingView external linksLinks
Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, comparing them with baseline approaches and conducting experiments on real-world data.
☆34Jun 14, 2023Updated 2 years ago
Alternatives and similar repositories for market-making
Users that are interested in market-making are comparing it to the libraries listed below
Sorting:
- Using reinforcement learning to make markets in the high frequency trading setting.☆23Apr 8, 2025Updated 10 months ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆237Jun 29, 2023Updated 2 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
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆20Feb 6, 2026Updated last week
- Rust implementation of glass: ordered set data structure for client-side order books☆25Jul 19, 2025Updated 6 months ago
- Transformers for limit order books☆13Jul 25, 2021Updated 4 years ago
- 基于 TheNextQuant 的量化交易框架☆21Aug 14, 2022Updated 3 years ago
- Collection of Crypto Exchange OpenAPI and Generated Clients☆22May 30, 2025Updated 8 months ago
- ☆129Jan 9, 2025Updated last year
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Forex Fair Value Gap Indicator for MT5☆12Dec 11, 2024Updated last year
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- ☆16Feb 1, 2026Updated 2 weeks ago
- This Dolphin texture project is aimed to making Sonic Colors look much, MUCH better.☆11May 30, 2015Updated 10 years ago
- ☆38Nov 30, 2022Updated 3 years ago
- Code for the paper "Minimum-Delay Adaptation in Non-Stationary Reinforcement Learning via Online High-Confidence Change-Point Detection"☆10Aug 7, 2023Updated 2 years ago
- On-going project: I will be implementing a combination of pairs trading strategies in attempt to see which type performs best after backt…☆14Jul 20, 2024Updated last year
- Alpha mining with DEAP-based genetic programming.☆11Jul 7, 2023Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆16Jun 6, 2025Updated 8 months ago
- ☆11Sep 19, 2020Updated 5 years ago
- Twitter-NFT sales bot that tweets individual and sweep sales with images from Opensea, Looksrare, X2Y2, and Blur using Opensea/Looksrare …☆13Jul 27, 2023Updated 2 years ago
- Code for optimal execution☆12Oct 29, 2020Updated 5 years ago
- Clone of the mp3gain sources from svn on sourceforge (http://mp3gain.sourceforge.net/)☆11Jan 3, 2013Updated 13 years ago
- ☆11Nov 13, 2025Updated 3 months ago
- factory.ai FACTORY_API_KEY switch and query☆27Dec 6, 2025Updated 2 months ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆171Jan 8, 2024Updated 2 years ago
- Apply different deep learning models to limit order book.☆11Mar 6, 2018Updated 7 years ago
- Model-based Hindsight Experience Replay☆10Jun 8, 2022Updated 3 years ago
- An automated market maker running on top of CoW Protocol☆17Jul 31, 2025Updated 6 months ago
- The full port of the SMBX engine from VB6 into C++ and SDL2, FreeImage and MixerX☆12Oct 3, 2021Updated 4 years ago
- Authors' implementation of PEER☆11Jul 13, 2023Updated 2 years ago
- State of the art time series forecasting method that has the FFORMA ensemble learn from the ESRNN hybrid model and others.☆13Sep 7, 2022Updated 3 years ago
- ☆11Apr 23, 2024Updated last year
- QiskitFlow. Framework for reproducible quantum experiments☆11Jun 30, 2021Updated 4 years ago
- Modular aggregated order book for CeFi exchanges☆14May 25, 2023Updated 2 years ago
- Implementation prototype of the Deep Deterministic Off-Policy Gradient (DD-OPG) method.☆11Jun 12, 2019Updated 6 years ago
- Framework for backtesting quantitative trading strategies, allowing easy data visualisation, performance comparison and analysis.☆10Oct 20, 2024Updated last year
- Trading strategies backtest written in Rust☆10Dec 23, 2024Updated last year
- Convert trade data into candles using different advanced aggregation methods such as volume, time and more☆11Mar 18, 2020Updated 5 years ago