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MicroPriceIndicator
MicroPriceIndicator PublicForked from shaileshkakkar/MicroPriceIndicator
This repository serves to share the replicated results listed in the paper by Sasha Stoikov - The Micro-Price. As opposed to data used in the paper for US equities BAC and CVX, I am using the data …
Jupyter Notebook
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sample-market-maker
sample-market-maker PublicForked from BitMEX/sample-market-maker
Sample BitMEX Market Making Bot
Python
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MARL-Papers
MARL-Papers PublicForked from illidanlab/MARL-Papers
Paper list of multi-agent reinforcement learning (MARL)
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