48 skills found · Page 1 of 2
fedecaccia / Avellaneda StoikovAvellaneda-Stoikov HFT market making algorithm implementation
javifalces / HFTFrameworkHFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
holypolyfoundation / Bs PUltra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)
mdibo / Avellaneda StoikovPython code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
im1235 / ISACOptimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning
keanekwa / Optiver Ready Trader GoImplemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.
joaquinbejar / Market Maker RsA Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.
ragoragino / Avellaneda StoikovReplication of study Avellaneda, Marco, and Sasha Stoikov: High-frequency trading in a limit order book. Quantitative Finance 8.3 (2008): 217-224.
rspadim / Hft AvellanedaHigh-frequency trading in a limit order book
DYSIM / Avellaneda Stoikov ImplementationAn implementation of Avellaneda-Stoikov market making model after reading the seminal paper
BananaHamm / Equity StatArbImplementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee
DuarteAbracos / Statistical Arbitrage KalmanIntraday pairs trading engine using Kalman Filters for dynamic beta estimation and Avellaneda-Stoikov optimal execution.
fourth-descender / HFT ModelImplementation of Avellaneda and Stoikov's High-Frequency Trading Model in a Limit Order Book Context
CodingNoob234 / Deribit Marketmaker RestA market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volatility and directional estimates to adjust the spread and skew the quotes.
berkeaslan92 / AvellanedaStoikovAS model performance versus trivial delta for market-makers
DegenSugarBoo / Stoikov Avellaneda MMNo description available
cfzvzv / Alpha Avellaneda StoikovPhd repo
Haoyu-tech / An Avellaneda Stoikov Market Making Research Project Built On Real Binance Futures BTCUSDT L2 Data.An Avellaneda-Stoikov market-making research project built on real Binance Futures `BTCUSDT` L2 data.
yuthavithi / Binance Makret Maker BotA sophisticated cryptocurrency market making bot for Binance spot trading, implementing the Avellaneda-Stoikov model with comprehensive risk management
djienne / AVELLANEDA MARKET MAKING FREQTRADEData collector and Avellaneda-Stoikov Market making Strategy with Freqtrade on Hyperliquid
