AlphaUncommon
javifalces/HFTFramework
HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
- Owner
- javifalces (personal account)
- Stars
- Stars: 309
- Forks
- Forks: 64
- Language
- Jupyter Notebook
- License
- Apache-2.0
- Created
- 2021
- Topics
- algorithmichfthigh-frequency-tradingtradingtrading-bottrading-strategiesdeep-learningmarket-makermarket-makingmarket-making-bot
- Tier
- Alpha (250 to 699 ★) What this tier means
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