![](https://investorshub.advfn.com/uicon/726995.png?cb=1699372106)
Tuesday, February 07, 2023 3:38:36 PM
" This strategy implements a market making strategy described in the classic paper High-frequency Trading in a Limit Order Book written by Marco Avellaneda and Sasha Stoikov. It allows users to directly adjust the risk_factor (gamma) parameter described in the paper. It also features an order book liquidity estimator calculating the trading intensity parameters (alpha and kappa) automatically. Additionally, the strategy implements an order size adjustment algorithm and its order_amount_shape_factor (eta) parameter as described in Optimal High-Frequency Market Making. The strategy is implemented to be used either in fixed timeframes or to be ran indefinitely."
Simple
Recent GVSI News
- Epazz, Inc. (OTC Pink: EPAZ) US Navy Collaboration ZenaDrone 1000 • InvestorsHub NewsWire • 11/09/2023 01:00:34 PM
- Epazz, Inc. (OTC Pink: EPAZ) US Navy Collaboration ZenaDrone 1000 Extreme Weather Demo • InvestorsHub NewsWire • 11/07/2023 12:29:43 PM
FEATURED ELEMENT79 GOLD CORP PROVIDES UPDATE ON CHACHAS COMMUNITY CHARTER AND REVENUE GENERATION, M&A ACTIVITIES • Jul 30, 2024 8:00 AM
Avant Technologies Opens Equity Line with GHS Investments as Company Explores Expansion into Additional Technologies • AVAI • Jul 30, 2024 8:00 AM
INDEXR AI Merges With Moon Equity Holdings Corp. (MONI), Creating a Leading-edge Technology Company • MONI • Jul 29, 2024 9:59 AM
Cannabix Technologies to Deliver Innovative Breath Logix Alcohol Screening Device to Texas, USA • BLOZF • Jul 29, 2024 9:07 AM
BNCM AND DELEX UNVEIL POST-MERGER MANAGEMENT PLANS • BNCM • Jul 29, 2024 9:00 AM
Glidelogic Corp. Announces Revolutionary AI-Generated Content Copyright Protection Solution • GDLG • Jul 26, 2024 12:30 PM