The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the ICAIF'24 conference.
☆40Dec 14, 2025Updated 10 months ago
Alternatives and similar repositories for airl-market-making
Users that are interested in airl-market-making are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Exponentially-weighted recursive least squares (EW-RLS) for online linear regression.☆16Sep 28, 2026Updated last month
- An assortment of ring buffer designs for eductional and research purposes☆82May 21, 2025Updated last year
- ☆11Dec 18, 2015Updated 10 years ago
- ALPHA version!! - A strategy optimization system for liquidity providers on Solana CLMMs (Raydium CLMM, Orca Whirlpools, and Meteora DLMM…☆12Oct 10, 2026Updated 3 weeks ago
- Mid price estimation in LOB using Markov model☆13May 11, 2022Updated 4 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆40Aug 2, 2021Updated 5 years ago
- Track which HTTP protocols are being used by exchanges' servers☆16Apr 19, 2024Updated 2 years ago
- Lil Rust project to help compare network latencies between tuned and non-tuned servers☆28Apr 3, 2024Updated 2 years ago
- Enhanced Portfolio Optimization (EPO)☆18Aug 14, 2026Updated 2 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆186Nov 12, 2024Updated last year
- Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Myklan…☆17Oct 28, 2026Updated last week
- Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN…☆17Jun 5, 2026Updated 5 months ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆45Jun 14, 2023Updated 3 years ago
- toolbox of fast mm-related funcs☆263Updated this week
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Uses L2 data's change in time to estimate a L3 order book microstructure on Binance☆299Jul 12, 2026Updated 3 months ago
- A Rust on-site channel benchmarking helper. Inter-Process (async / busy) & Intra-Process (async single threaded / async multi threaded)☆35Apr 6, 2024Updated 2 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆13Sep 4, 2023Updated 3 years ago
- Quantitative research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and St…☆23Jun 10, 2026Updated 4 months ago
- Deep learning applied to statistical arbitrage pairs trading strategies☆10Oct 25, 2024Updated 2 years ago
- Implementation of the paper <Model-based Reinforcement Learning for Predictions and Control for Limit Order Books (Wei et al., J.P. Morga…☆12Aug 22, 2023Updated 3 years ago
- A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for cre…☆54Oct 11, 2026Updated 3 weeks ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆31May 30, 2026Updated 5 months ago
- Python code for a basic high frequency market making strategy on Aster using Websockets and Rest API calls☆15Sep 27, 2026Updated last month
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- ☆14Updated this week
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- KDE for polymarket☆13Feb 21, 2026Updated 8 months ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆29Mar 20, 2025Updated last year
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆310Oct 28, 2026Updated last week
- 🪷 LotusX - Multi-Exchange Crypto Connectors Gateway: A secure, high-performance Rust library for cryptocurrency exchange APIs with unifi…☆15Jun 15, 2026Updated 4 months ago
- ☆42Aug 29, 2022Updated 4 years ago
- Framework for building low latency clients on top of TCP.☆30Oct 5, 2026Updated last month
- COBYLA optimizer for Rust☆28Sep 7, 2026Updated 2 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- A python-based Quantitative Risk Analytics Toolkit☆11Mar 11, 2026Updated 7 months ago
- drift v2 python keeper bots☆20Dec 26, 2024Updated last year
- ☆21Apr 1, 2023Updated 3 years ago
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- A pure Rust SDK for [Lighter DEX](https://lighter.xyz) - a zk-powered perpetual futures exchange on lighter.☆13Nov 26, 2025Updated 11 months ago
- ☆27Apr 12, 2026Updated 6 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆69Jul 10, 2023Updated 3 years ago