AndrewRzadkowski's repositories
avellaneda-stoikov
Avellaneda-Stoikov HFT market making algorithm implementation
Language:Python000
HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
Language:MQL5Apache-2.0000
Language:Jupyter Notebook000
MicroPriceIndicator
This repository serves to share the replicated results listed in the paper by Sasha Stoikov
Language:Jupyter Notebook000
Language:Jupyter NotebookApache-2.0000