#Avellaneda-stoikov
Showing 3 of 3 repositories tagged #avellaneda-stoikov, ranked by stars
javifalces
HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Score
100
★ 301
⑂ 61
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Jupyter Notebook
keanekwa
Optiver-Ready-Trader-Go
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
Score
0
★ 101
⑂ 29
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Python
Faraone-Dev
atomic-mesh
Distributed market-making system. Avellaneda-Stoikov strategy with sub-microsecond C++ hot-path (431ns), event-sourced architecture, VPIN toxicity detection, QUIC mesh transport, real-time dashboard. Rust + C++17 FFI.
Score
50
★ 11
⑂ 7
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Rust