JurajZelman / airl-market-makingLinks
The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the ICAIF'24 conference.
☆31Updated last year
Alternatives and similar repositories for airl-market-making
Users that are interested in airl-market-making are comparing it to the libraries listed below
Sorting:
- Orderflow trading bot based on BSI☆22Updated last year
- A Practical Guide to a Simple Data Stack.☆39Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆36Updated 4 years ago
- ☆33Updated 3 years ago
- ☆37Updated 4 years ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆31Updated last year
- Mid price estimation in LOB using Markov model☆13Updated 3 years ago
- Bot for fetching the latest funding rate to check for cross exchanges funding arb opportunities☆18Updated last year
- ☆36Updated last year
- Limit Order book and matching engine in Rust.☆55Updated 3 years ago
- Package to build risk model for factor pricing model☆27Updated last year
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆72Updated 7 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Repo for HFT project in CMF☆28Updated 2 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- Lightweight algo trading framework☆32Updated 2 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- Dashboard to track crypto spot-futures premiums☆54Updated 3 years ago
- Code package to analyze high-frequency trading (HFT) races using financial-exchange message data, following Aquilina, Budish and O'Neill …☆48Updated 4 years ago
- a cpp framework for crypto currentcy tick data backtesting☆18Updated 4 years ago
- ☆19Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆180Updated last year
- Simple Market-Taking Card Game☆21Updated last year
- Market Making in Python☆19Updated last year
- ☆69Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆60Updated 4 years ago
- ☆122Updated 8 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆91Updated 2 years ago
- Repository for market making ideas☆42Updated last year