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
Alternatives and similar repositories for MarketMakingMLAlgo
Users that are interested in MarketMakingMLAlgo are comparing it to the libraries listed below
Sorting:
- AS model performance versus trivial delta for market-makers☆21Jan 13, 2022Updated 4 years ago
- Process tardis.dev cryptocurrency data, reconstructing the market depth and computing imbalance.☆20May 3, 2021Updated 4 years ago
- An implementation of Avellaneda-Stoikov market making model after reading the seminal paper☆33Jun 15, 2021Updated 4 years ago
- Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning☆151Dec 28, 2019Updated 6 years ago
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆37Jun 14, 2023Updated 2 years ago
- Optimal high-frequency market making strategy☆27Nov 24, 2024Updated last year
- ☆11Nov 6, 2018Updated 7 years ago
- High Frequency Market Making☆616Sep 24, 2023Updated 2 years ago
- Limit Order Book for high-frequency trading (HFT) strategies using data science approaches☆24Dec 12, 2021Updated 4 years ago
- Market Making via Reinforcement Learning☆343Nov 4, 2019Updated 6 years ago
- My first high-frequency trading strategy using machine learning☆18Sep 16, 2022Updated 3 years ago
- Collection of Models related to market making☆17Jan 25, 2021Updated 5 years ago
- Marketmaker trading strategy☆29Oct 14, 2016Updated 9 years ago
- algorithmic trading backtest and optimization examples using order book imbalances. (bitcoin, cryptocurrency, bitmex, binance futures, ma…☆314Dec 4, 2023Updated 2 years ago
- Phd repo☆18Jul 14, 2022Updated 3 years ago
- Implementation of HFT backtesting simulator and Stoikov strategy☆144May 6, 2023Updated 2 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- Writing a basic market making strategy on liquid and illiquid crypto/fiat pairs☆34Nov 3, 2021Updated 4 years ago
- Repo for HFT project in CMF☆28Jan 4, 2023Updated 3 years ago
- OpenAI Gym Environment for Low-Latency Trading☆19Jun 15, 2018Updated 7 years ago
- $$$ cha-ching $$$☆18Jan 21, 2026Updated 2 months ago
- Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das☆108Oct 16, 2015Updated 10 years ago
- Using tabular and deep reinforcement learning methods to infer optimal market making strategies☆240Jun 29, 2023Updated 2 years ago
- Implementation of AFML Book☆22Jul 27, 2019Updated 6 years ago
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆28Apr 5, 2021Updated 4 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆14May 20, 2022Updated 3 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 7 years ago
- TectonicDB client library for Elixir to read/write L2 order book data☆15Apr 10, 2023Updated 2 years ago
- Deep Q-Learning for Market Making☆128Jun 12, 2018Updated 7 years ago
- Deep learning modelling of orderbooks☆101Oct 8, 2020Updated 5 years ago
- Avellaneda-Stoikov HFT market making algorithm implementation☆652Jul 6, 2023Updated 2 years ago
- A low frequency statistical arbitrage strategy☆20Feb 23, 2019Updated 7 years ago
- Freqtrade Strategy to copy any Wallet on Hyperliquid. Still very experimental, use at your own risk. Running on dry-run (paper trading) i…☆28Nov 21, 2025Updated 4 months ago
- Calculate technical factors for stocks in an efficient, maintainable and correct way☆24Sep 11, 2024Updated last year
- Price Prediction with Machine Learning Models (practicum project at CME group)☆73May 9, 2016Updated 9 years ago
- HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-ma…☆289Mar 13, 2026Updated last week
- Market Making / Stat Arb strategy☆61Jun 6, 2017Updated 8 years ago
- algo trading backtesting on BitMEX☆80Dec 4, 2023Updated 2 years ago