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  1. avellaneda-stoikov avellaneda-stoikov Public

    Forked from fedecaccia/avellaneda-stoikov

    Avellaneda-Stoikov HFT market making algorithm implementation

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  2. MicroPriceIndicator MicroPriceIndicator Public

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    This repository serves to share the replicated results listed in the paper by Sasha Stoikov

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  3. HFTFramework HFTFramework Public

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    HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

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  4. microprice microprice Public

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  5. pairs_trading pairs_trading Public

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