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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.

Owner
keanekwa (personal account)
Stars
Stars: 104
Forks
Forks: 29
Language
Python
License
GPL-3.0
Created
2023
Topics
avellaneda-stoikovmarket-makingoptiverquantitative-financetrading
Tier
Prototype (100 to 249 ★) What this tier means
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