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ml-rest-poc
ml-rest-poc PublicA template project which one can use to train and deploy machine learning models through a REST api.
Jupyter Notebook
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deribit-marketmaker-rest
deribit-marketmaker-rest PublicA market making algorithm based on the Avellaneda Stoikov paper on Deribit derivatives exchange. A gradient boosted model is used for volatility and directional estimates to adjust the spread and s…
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