Data

Tools

Indexes

Applications

Experiments

Open Source Science

Updated 4 months ago

https://github.com/lcsrodriguez/optimalhft • Rank 2.6 • Science 10%

HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)

Updated 6 months ago

hftframework • Science 49%

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