keanekwa/Optiver-Ready-Trader-Go keanekwa/Optiver-Ready-Trader-Go

  • Stars
    star
    47
  • Rank 604,252 (Top 12 %)
  • Language
    Python
  • License
    GNU General Publi...
  • Created over 1 year ago
  • Updated over 1 year ago
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keanekwa/Optiver-Ready-Trader-Go
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keanekwa

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Repository Details

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

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