# mdibo/Avellaneda-Stoikov

<https://repo.masters-masters.com/en/repos/mdibo/Avellaneda-Stoikov>

[Home](https://repo.masters-masters.com/en) › [mdibo](https://repo.masters-masters.com/en/owners/mdibo) › [Avellaneda-Stoikov](https://repo.masters-masters.com/en/repos/mdibo/Avellaneda-Stoikov)

mdibo/Avellaneda-Stoikov has 154 stars on GitHub. Its RepoMasters card: Prototype tier. Python code for High-frequency trading in a limit order book by Marco…

| Field | Value |
| --- | --- |
| Owner | [mdibo](https://repo.masters-masters.com/en/owners/mdibo) |
| Stars | 154 |
| Forks | 79 |
| Language | [Python](https://repo.masters-masters.com/en/languages/python) |
| License | None |
| Created | 2017 |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [mdibo/Avellaneda-Stoikov](https://github.com/mdibo/Avellaneda-Stoikov) |

## Repository

Python code for High-frequency trading in a limit order book by Marco Avellaneda and Sasha Stoikov

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.
