├── .DS_Store ├── .ipynb_checkpoints └── Avellaneda-Stoikov-checkpoint.ipynb ├── Avellaneda-Stoikov.ipynb ├── README.md ├── img ├── .DS_Store ├── AS_results.png ├── ETH_backtest.png ├── ETH_price.png ├── r_price.png ├── sim.png └── spread.png └── save ├── ADA_A_klist.csv ├── ADA_gammalist.csv ├── ADA_sigmalist.csv ├── A_klist.csv ├── ETH_A_klist.csv ├── ETH_gammalist.csv ├── ETH_mkt.csv ├── ETH_sigmalist.csv ├── gammalist.csv ├── pnldict.csv └── sigmalist.csv /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/.DS_Store -------------------------------------------------------------------------------- /.ipynb_checkpoints/Avellaneda-Stoikov-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/.ipynb_checkpoints/Avellaneda-Stoikov-checkpoint.ipynb -------------------------------------------------------------------------------- /Avellaneda-Stoikov.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/Avellaneda-Stoikov.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/README.md -------------------------------------------------------------------------------- /img/.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/.DS_Store -------------------------------------------------------------------------------- /img/AS_results.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/AS_results.png -------------------------------------------------------------------------------- /img/ETH_backtest.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/ETH_backtest.png -------------------------------------------------------------------------------- /img/ETH_price.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/ETH_price.png -------------------------------------------------------------------------------- /img/r_price.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/r_price.png -------------------------------------------------------------------------------- /img/sim.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/sim.png -------------------------------------------------------------------------------- /img/spread.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/img/spread.png -------------------------------------------------------------------------------- /save/ADA_A_klist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ADA_A_klist.csv -------------------------------------------------------------------------------- /save/ADA_gammalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ADA_gammalist.csv -------------------------------------------------------------------------------- /save/ADA_sigmalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ADA_sigmalist.csv -------------------------------------------------------------------------------- /save/A_klist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/A_klist.csv -------------------------------------------------------------------------------- /save/ETH_A_klist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ETH_A_klist.csv -------------------------------------------------------------------------------- /save/ETH_gammalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ETH_gammalist.csv -------------------------------------------------------------------------------- /save/ETH_mkt.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ETH_mkt.csv -------------------------------------------------------------------------------- /save/ETH_sigmalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/ETH_sigmalist.csv -------------------------------------------------------------------------------- /save/gammalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/gammalist.csv -------------------------------------------------------------------------------- /save/pnldict.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/pnldict.csv -------------------------------------------------------------------------------- /save/sigmalist.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/lkrenn/Market-Making-With-Crypto/HEAD/save/sigmalist.csv --------------------------------------------------------------------------------