PrototypeCommon
mdibo/Avellaneda-Stoikov
Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov
- Owner
- mdibo (personal account)
- Stars
- Stars: 154
- Forks
- Forks: 79
- Language
- Python
- License
- None
- Created
- 2017
- Tier
- Prototype (100 to 249 ★) What this tier means
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