stoikov

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javifalces / HFTFramework

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

reinforcement-learning deep-learning trading trading-bot trading-strategies hft market-maker algorithmic high-frequency-trading market-making market-making-bot avellaneda-stoikov avellaneda stoikov

Updated Feb 1, 2026
Jupyter Notebook

damraka / Aegis-LOB

Star

Aegis-LOB: A high-performance hybrid HFT market-making framework. Features an O(1) C++ matching engine, Avellaneda-Stoikov pricing with LSTM alpha signals, and Kelly Criterion risk sizing.

python machine-learning pytorch quant cpp17 hft algorithmic-trading order-book market-making stoikov

Updated Dec 24, 2025
Python

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