avellaneda-stoikov

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AshJha0 / electronic-trading

Execution and market-making research platform: Almgren-Chriss, Avellaneda-Stoikov, impact, TCA, calibration, hedging and risk controls in Python, C++26, Rust and Java 25 from one spec

python java rust cpp quantitative-finance algorithmic-trading optimal-execution almgren-chriss market-making cpp26 avellaneda-stoikov transaction-cost-analysis

Updated Oct 31, 2026
Java

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