KodAgge / Reinforcement-Learning-for-Market-MakingLinks
Using tabular and deep reinforcement learning methods to infer optimal market making strategies
☆234Updated 2 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
Sorting:
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆284Updated last week
- High-frequency statistical arbitrage☆241Updated 2 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.☆213Updated last year
- Feature engineering of a Limit Order Book. Extraction of features from a LOB in order to analyse the behaviour of trade market.☆250Updated 3 years ago
- A collection of homeworks of market microstructure models.☆274Updated 7 years ago
- A project of using machine learning model (tree-based) to predict short-term instrument price up or down in high frequency trading.☆177Updated 6 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆146Updated 6 years ago
- Order Imbalance Strategy in High Frequency Trading☆139Updated 7 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆142Updated 2 years ago
- Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov☆152Updated 5 years ago
- Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…☆138Updated 3 years ago
- CS7641 Team project☆97Updated 5 years ago
- experiments with pair trading☆332Updated last year
- This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"☆72Updated 2 years ago
- A curated list of Quantitative Finance papers.☆77Updated last week
- ☆123Updated 8 years ago
- Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trade…☆92Updated 2 years ago
- ☆207Updated 2 years ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆140Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- algo trading backtesting on BitMEX☆81Updated 2 years ago
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆31Updated 2 years ago
- High Frequency Market Making☆607Updated 2 years ago
- ☆430Updated 5 years ago
- Deep Learning Statistical Arbitrage☆254Updated 3 years ago
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆545Updated 3 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆105Updated last year
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- ☆49Updated 6 years ago