AS model performance versus trivial delta for market-makers
☆21Jan 13, 2022Updated 4 years ago
Alternatives and similar repositories for AvellanedaStoikov
Users that are interested in AvellanedaStoikov are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 5 years ago
- ☆39Aug 2, 2021Updated 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 4 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆152Dec 28, 2019Updated 6 years 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.
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆35Nov 3, 2021Updated 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Repo for HFT project in CMF☆29Jan 4, 2023Updated 3 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- high-frequency grid trading strategy backtesting for binance futures☆26Oct 13, 2022Updated 3 years ago
- Calibrates microprice model to BitMEX quote data☆65Jul 1, 2021Updated 4 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆146May 6, 2023Updated 2 years ago
- Poisson intensity of limit order execution, calibration of parameters A and k using level 1 tick data☆39Jan 3, 2021Updated 5 years ago
- TectonicDB client library for Elixir to read/write L2 order book data☆15Apr 10, 2023Updated 3 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 3 years ago
- algo trading backtesting on BitMEX☆82Dec 4, 2023Updated 2 years ago
- A market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for vol…☆23Feb 2, 2025Updated last year
- High frequency trading bot for crypto currencies☆423Feb 7, 2022Updated 4 years ago
- ☆11Nov 6, 2018Updated 7 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- ☆19Mar 21, 2020Updated 6 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆317Dec 4, 2023Updated 2 years ago
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- 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.
- Avellaneda-Stoikov HFT market making algorithm implementation☆678Jul 6, 2023Updated 2 years ago
- Automated market making☆19Apr 8, 2019Updated 7 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆34Dec 14, 2025Updated 4 months ago
- High Frequency Market Making☆617Sep 24, 2023Updated 2 years ago
- ☆16Jun 28, 2022Updated 3 years ago
- Collect BinanceFutures's trade and orderbook(depth) feeds.☆108Jul 26, 2024Updated last year
- A financial blotter for trading FX and Futures☆23Aug 30, 2017Updated 8 years ago
- Different trading strategies based on technical analysis using Ethereum/USD 5-minute bars data☆21May 5, 2021Updated 4 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆290Apr 12, 2026Updated last week
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- A collection of homeworks of market microstructure models.☆284May 4, 2018Updated 7 years ago
- Jupyter notebook to calculate trading profit and loss☆27Sep 16, 2022Updated 3 years ago
- Volume-Synchronized Probability of Informed Trading☆115Oct 13, 2013Updated 12 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆12Sep 4, 2023Updated 2 years ago
- Hawkes with Latency☆20Jan 16, 2021Updated 5 years ago
- This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in…☆74Jun 3, 2018Updated 7 years ago
- Models and programs developed as part of XTX Forecastin Challenge 2019☆28Jul 6, 2023Updated 2 years ago