HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
每个推荐都保留与其仓库、审计和安装路径的明确关联。
搜索结果: avellaneda
英文目录Ultra-low latency AVX-512 Polymarket market-making kernel (Logit Jump-Diffusion + Avellaneda-Stoikov in logit space)
Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.