learning-market-maker
Unverified ML strategy on Multi by phelps-sg. BotFinder score 18 out of 100.
Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker."
Source: github
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learning-market-maker
Electronic market-making using reinforcement-learning This repo contains a Python implementation of the basic model described in Chan, Nicholas Tung, and Christian Shelton. "An electronic market-maker." (2001). Example usage: ~~~python from chanandshelton import import matplotlib.pyplot as plt learner, results = learningexperiment() print("Greedy policy is ", learner.greedypolicy()) print("Q table: ", learner.asDataFrame()) pf, pmm, imb, r, a = results plt.figure() plt.plot(pf) plt.plot(pmm) plt.show() ~~~
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