Using tabular and deep reinforcement learning methods to infer optimal market making strategies
☆259Jun 29, 2023Updated 3 years ago
Alternatives and similar repositories for Reinforcement-Learning-for-Market-Making
Users that are interested in Reinforcement-Learning-for-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:
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆77Apr 18, 2023Updated 3 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆309Updated this week
- 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
- Derivation of analytical expressions of optimal quotes for market making in options.☆25Jun 24, 2022Updated 4 years ago
- High Frequency Market Making☆650Sep 24, 2023Updated 3 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Avellaneda-Stoikov HFT market making algorithm implementation☆737Jul 6, 2023Updated 3 years ago
- Market Making via Reinforcement Learning☆348Nov 4, 2019Updated 6 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆155May 6, 2023Updated 3 years ago
- Optimal high-frequency market making strategy☆32Nov 24, 2024Updated last year
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆42Jan 3, 2021Updated 5 years ago
- This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…☆72Mar 19, 2023Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 5 years ago
- mbt_gym is a module which provides a suite of gym environments for training reinforcement learning (RL) agents to solve model-based high-…☆182Jan 8, 2024Updated 2 years ago
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆280Apr 12, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆162Dec 11, 2022Updated 3 years ago
- Legacy research experiment (2021): SAC autohedging / market-making environment. Paper-backed GPU training, not a current flagship.☆10Aug 23, 2026Updated 2 months ago
- ☆39Aug 2, 2021Updated 5 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆104May 19, 2023Updated 3 years ago
- A repository for simulating limit order book dynamics from historical data and using it to train a reinforcement learning agent to make m…☆36Nov 18, 2022Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆615Sep 20, 2022Updated 4 years ago
- This is a research about using ML or RL predictions for HFT Market Making. Backtest was build on Full order log☆31Sep 12, 2021Updated 5 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆153Dec 28, 2019Updated 6 years ago
- Using reinforcement learning to make markets in the high frequency trading setting.☆30May 30, 2026Updated 5 months ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆11Dec 18, 2015Updated 10 years ago
- ☆485Jan 10, 2021Updated 5 years ago
- Deep Q-Learning for Market Making☆131Jun 12, 2018Updated 8 years ago
- Providing the solutions for high-frequency trading (HFT) strategies using data science approaches (Machine Learning) on Full Orderbook Ti…☆2,366Aug 27, 2022Updated 4 years ago
- Source code for the course "Deep Reinforcement Learning for High-Frequency Trading" held at the Ukrainian Catholic University / Czech Tec…☆20Sep 11, 2022Updated 4 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 5 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆259May 31, 2024Updated 2 years ago
- High-frequency statistical arbitrage☆289Jul 30, 2023Updated 3 years ago
- A collection of homeworks of market microstructure models.☆304Sep 26, 2026Updated last month
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- ☆69Apr 10, 2021Updated 5 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆98Mar 12, 2021Updated 5 years ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆112Oct 16, 2015Updated 11 years ago
- Robust Market Making via Adversarial Reinforcement Learning☆57Apr 24, 2020Updated 6 years ago
- Baruch MFE MTH9894☆14Jun 4, 2017Updated 9 years ago
- Deep Reinforcement Learning toolkit: record and replay cryptocurrency limit order book data & train a DDQN agent☆966Jan 12, 2022Updated 4 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆324Dec 4, 2023Updated 2 years ago