Using reinforcement learning to make markets in the high frequency trading setting.
☆30May 30, 2026Updated 3 months ago
Alternatives and similar repositories for MARKET-MAKING-RL
Users that are interested in MARKET-MAKING-RL are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Reinforcement Learning in Market Making is a project that explores the application of RL techniques to develop market-making strategies, …☆44Jun 14, 2023Updated 3 years ago
- Optimal high-frequency market making strategy☆30Nov 24, 2024Updated last year
- My Algorithmic trading bots and strategies for Quantitative and High-Frequency trading in FinTech☆14Apr 3, 2024Updated 2 years ago
- ☆17Jun 30, 2024Updated 2 years ago
- A 3 part series of Jupyter notebooks to help one find alpha in the stock market with AI☆18Jun 10, 2023Updated 3 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 4 years ago
- ☆42Aug 29, 2022Updated 4 years ago
- ☆11Oct 6, 2020Updated 5 years ago
- A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the …☆98Jan 1, 2026Updated 8 months ago
- Quantitave research and Engineering on various promisory strategies, existing quant problems and opportunities using Mathematics and Stat…☆24Jun 10, 2026Updated 2 months ago
- tools for alpha research☆23Dec 20, 2017Updated 8 years ago
- Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context☆23Feb 20, 2025Updated last year
- Crypto-Options Volatility Surface Calibration and Arbitrage☆17Dec 26, 2022Updated 3 years ago
- 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
- 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.
- Order flow toxicity; Volume-Synchronized Probability of Informed Trading☆104Apr 30, 2026Updated 4 months ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆38Dec 14, 2025Updated 8 months ago
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk…☆19Aug 25, 2025Updated last year
- ☆15Feb 7, 2021Updated 5 years ago
- ☆11Oct 16, 2020Updated 5 years ago
- Article on using deep learning to extract order flow information from the limit order book and forecast directional moves☆24Aug 6, 2023Updated 3 years ago
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- High frequency prediction of Chinese stock returns. Orderbook data generation. High frequency factors construction.☆19Mar 10, 2023Updated 3 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.
- ☆11Sep 6, 2023Updated 3 years ago
- ☆13May 21, 2019Updated 7 years ago
- Simple storage for stock prices with adjusted prices calculation based on Center for Research in Security Prices (CRSP) standards☆12Feb 15, 2018Updated 8 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 3 years ago
- AhmadMak / Temporal-Kolmogorov-Arnold-Networks-T-KAN-for-High-Frequency-Limit-Order-Book-ForecastingT-KAN for high-frequency LOB forecasting. Outperforming DeepLOB on the FI-2010 dataset with 132% backtest returns and FPGA-ready architec…☆28May 30, 2026Updated 3 months ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 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…☆34Nov 18, 2022Updated 3 years ago
- copy_to_huangtao☆11Dec 22, 2022Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- 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.
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 6 years ago
- High Frequency Market Making: Optimal Quoting☆18Mar 20, 2023Updated 3 years ago
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆13Jan 3, 2023Updated 3 years ago
- An automated market maker running on top of CoW Protocol☆17Mar 16, 2026Updated 5 months ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 6 years ago
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- A proof-of-concept algorithmic trading framework optimised in high-frequency and arbitrage trading☆12May 25, 2025Updated last year