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Lawnel's Projects

isac icon isac

Optimal control of risk aversion in Avellaneda Stoikov high frequency market making model with Soft Actor Critic reinforcement learning

machine-learning-market-maker icon machine-learning-market-maker

Implementation of a Bayesian-style market maker in the vein of 'Intelligent Market-Making in Artificial Financial Markets' by Sanmay Das

orderbook icon orderbook

A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)

priceprop icon priceprop

Calibrate and simulate linear propagator models for the price impact of an extrinsic order flow.

pyziabm icon pyziabm

Zero Intelligence Agent-Based Model of Modern Limit Order Book

realtime_talib icon realtime_talib

Lightweight Python3 library that calculates TA-Lib Technical Indicators live.

spartan icon spartan

A collection of High-Frequency trading components

swiftbot icon swiftbot

Automated trading system for cryptocurrency exchanges written in C++

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