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.
GitHub repository with 104 stars and 36 forks.
Language: Rust
Topics: avellaneda-stoikov, market-making, quantitative-finance, risk-management, rust, trading