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Overview Repositories 5 Projects 0 Packages 0 Stars 45

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HFTFramework Public
Forked from javifalces/HFTFramework

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

MQL5 Apache License 2.0 Updated Feb 14, 2024
avellaneda-stoikov Public
Forked from fedecaccia/avellaneda-stoikov

Avellaneda-Stoikov HFT market making algorithm implementation

Python Updated Jul 6, 2023
pairs_trading Public
Forked from IanLKaplan/pairs_trading

Jupyter Notebook Apache License 2.0 Updated Mar 28, 2023
microprice Public
Forked from sstoikov/microprice

Jupyter Notebook Updated Jan 10, 2021
MicroPriceIndicator Public
Forked from shaileshkakkar/MicroPriceIndicator

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

Jupyter Notebook Updated Jun 3, 2018

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