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handson-ml2 icon handson-ml2

A series of Jupyter notebooks that walk you through the fundamentals of Machine Learning and Deep Learning in Python using Scikit-Learn, Keras and TensorFlow 2.

hftframework icon hftframework

Market making algorithmic trading framework used to test reinforcement learning on " A reinforcement learning approach to improve the performance of the Avellaneda-Stoikov market-making algorithm "

market-making icon market-making

Market making via Avellaneda & Stoikov model, Gueant & Lehalle & Fernandez-Tapia model, reinforcement learning.

optiver-ready-trader-go icon optiver-ready-trader-go

Implemented the Avellaneda-Stoikov market-making strategy in an automated trading algorithm. Completed as part of the Optiver Ready Trader Go competition.

qli98 icon qli98

Config files for my GitHub profile.

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