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AS model performance versus trivial delta for market-makers
Examples of nautilus script
Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
High frequency trading bot for crypto currencies
Avellaneda-Stoikov HFT market making algorithm implementation
Implementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context