Market Making in Python
-
Updated
Apr 22, 2024 - Python
Market Making in Python
Avellaneda-Stoikov market making implemented faithfully, then stress-tested under adverse selection: four quoting strategies head-to-head against informed flow.
Python implementation of a stochastic-control market-making model with inventory risk, optimal bid/ask quotes, P&L simulations, sensitivity analysis and Coinbase BTC-USD calibration.
Stay ahead of inventory risks with this n8n workflow automation. It analyzes WooCommerce sales over the last 14 days, automatically tags fast-selling SKUs by risk level, and sends actionable Slack alerts for better inventory monitoring, stock planning, and eCommerce operations.
Add a description, image, and links to the inventory-risk topic page so that developers can more easily learn about it.
To associate your repository with the inventory-risk topic, visit your repo's landing page and select "manage topics."