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HFTFramework

HFTFramework

by javifalces · GitHub

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

# algorithmic# avellaneda# avellaneda-stoikov# deep-learning
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⭐ Stars
303
🍴 Forks
61
📜 License
Apache-2.0
Commercial use OK
📅 Created
2021
🔄 Last commit
4 days ago
🏷️ Category
algorithmic
💻 Language
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📈 Star history
304303
2026-07-202026-07-22
📄 About

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

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What is HFTFramework?

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

Is HFTFramework open source?

HFTFramework is an open-source project. It is released under the Apache-2.0 license.

Is HFTFramework free?

Yes. HFTFramework is free and open source — you can use, modify and self-host it.

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