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ai-agent

HFTFramework

HFTFramework utilized for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "
296 stars61 forksJupyter NotebookUpdated 6/12/2026100% free ยท open source

About this skill

HFTFramework utilized  for research on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm " 

Topics

algorithmic
avellaneda
avellaneda-stoikov
deep-learning
hft
high-frequency-trading
market-maker
market-making
market-making-bot
reinforcement-learning
stoikov
trading
trading-bot
trading-strategies
What's inside โ€” free to inspect
No purchase needed

Read the entire source before you build โ€” unlike paid marketplaces that hide it behind a buy button.

4
top-level files
7
folders
414.8M
repo size
Apache-2.0
license
Key files
README.md
File tree
.github/
data/
docs/
fig/
java/
monitoring/
python/
.gitignore
CITATION.cff
LICENSE
README.md
Quick Actions
Details
Creator
javifalces
Language
Jupyter Notebook
Category
ai-agent
Published
11/9/2021

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