Module strategies 

Re-exports

pub use avellaneda_stoikov::AvellanedaStoikovParameters;

pub use avellaneda_stoikov::AvellanedaStoikovStrategy;

pub use avellaneda_stoikov_bilateral_hawkes::AvellanedaStoikovBilateralHawkesParameters;

pub use avellaneda_stoikov_bilateral_hawkes::AvellanedaStoikovBilateralHawkesStrategy;

pub use avellaneda_stoikov_bilateral_hawkes_order_flow_imbalance::AvellanedaStoikovBilateralHawkesOrderFlowImbalanceParameters;

pub use avellaneda_stoikov_bilateral_hawkes_order_flow_imbalance::AvellanedaStoikovBilateralHawkesOrderFlowImbalanceStrategy;

pub use avellaneda_stoikov_exact::AvellanedaStoikovExactParameters;

pub use avellaneda_stoikov_exact::AvellanedaStoikovExactStrategy;

pub use avellaneda_stoikov_hawkes::AvellanedaStoikovHawkesParameters;

pub use avellaneda_stoikov_hawkes::AvellanedaStoikovHawkesStrategy;

pub use avellaneda_stoikov_heston::AvellanedaStoikovHestonParameters;

pub use avellaneda_stoikov_heston::AvellanedaStoikovHestonStrategy;

pub use constant_symmetric::ConstantSymmetricStrategy;

pub use external::ExternalStrategy;

pub use kelly::KellyParameters;

pub use kelly::KellyStrategy;

pub use kelly_rigorous::KellyRigorousParameters;

pub use kelly_rigorous::KellyRigorousStrategy;

pub use random::RandomStrategy;

pub use signal_strategy::PositionSizing;

pub use signal_strategy::SignalCombinator;

pub use signal_strategy::SignalEngineStrategy;

pub use zi::ZeroIntelligenceStrategy;

Modules

avellaneda_stoikov

avellaneda_stoikov_bilateral_hawkes

avellaneda_stoikov_bilateral_hawkes_order_flow_imbalance

avellaneda_stoikov_exact

avellaneda_stoikov_hawkes

avellaneda_stoikov_heston

constant_symmetric

external

kelly

kelly_rigorous

random

signal_strategy

zi

Structs

NoOpStrategy

A dummy strategy that does nothing. Useful as a placeholder agent.

Traits

Strategy

Strategy trait for market-making agents.