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joaquinbejar/market-maker-rs

A 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.

Owner
joaquinbejar (personal account)
Stars
Stars: 111
Forks
Forks: 39
Language
Rust
License
MIT
Created
2025
Topics
avellaneda-stoikovmarket-makingquantitative-financerisk-managementrusttrading
Tier
Prototype (100 to 249 ★) What this tier means
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