Bachelors Thesis of phelstab
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Updated
May 25, 2023 - Jupyter Notebook
Bachelors Thesis of phelstab
Various implementations of a limit order book for benchmarking.
Loss function comparison code for reinforcement learning market making systems.
A sample market making agent that can estimate fair price and generate quotes
Reinforcement Learning for market making in the sports trading (betting) market.
Statistic Arbitrage Trading System
C++ Library for Stochastic Optimal Control in Trading
Aggregation of xlm pricing and volume across various trading platforms.
Code for the team DMV's Finest in the 2023 IMC Prosperity quantitative trading competition (placed 28th out of 7000 teams).
Solution for IMC Prosperity 2 (Overall Rank 13)
Market Liquidity Analytics C++ Library
Simple market making bots for Demex exchange. Meant to provide liquidity for testing, not for making money.
An algorithmic sandbox for Jane Street's game, "Figgie"
Download trades and payment data from the Stellar blockchain network as a CSV file for accounting purposes
Submission for Optiver's 2023 ReadyTraderGo.
HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
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