joaquinbejar/market-maker-rs

A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.

语言：Rust · GitHub 星标：111 · Fork：39

话题：avellaneda-stoikov · market-making · quantitative-finance · risk-management · rust · trading

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