├── .gitignore ├── README.md ├── avellaneda_stoikov_model.py ├── brownian.png ├── brownian_motion.py ├── requirements.txt ├── result_inventory.png └── result_symmetric.png /.gitignore: -------------------------------------------------------------------------------- 1 | ENV 2 | __pycache__ 3 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/README.md -------------------------------------------------------------------------------- /avellaneda_stoikov_model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/avellaneda_stoikov_model.py -------------------------------------------------------------------------------- /brownian.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/brownian.png -------------------------------------------------------------------------------- /brownian_motion.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/brownian_motion.py -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/requirements.txt -------------------------------------------------------------------------------- /result_inventory.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/result_inventory.png -------------------------------------------------------------------------------- /result_symmetric.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DYSIM/Avellaneda-Stoikov-Implementation/HEAD/result_symmetric.png --------------------------------------------------------------------------------