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9 repositories

AS model performance versus trivial delta for market-makers

Jupyter Notebook 21 7 Updated Jan 13, 2022
Python 6 7 Updated Dec 7, 2018

Examples of nautilus script

Jupyter Notebook 39 12 Updated Oct 6, 2025

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

Python 146 60 Updated Dec 28, 2019

High frequency trading bot for crypto currencies

C++ 418 107 Updated Feb 7, 2022

Avellaneda-Stoikov HFT market making algorithm implementation

Python 619 166 Updated Jul 6, 2023

High Frequency Market Making

Jupyter Notebook 605 116 Updated Sep 24, 2023

Market Making trading bot for cryptomarkets

C++ 248 60 Updated Oct 24, 2024

Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context

C++ 23 5 Updated Feb 20, 2025