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 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
- zi
Structs§
- NoOp
Strategy - A dummy strategy that does nothing. Useful as a placeholder agent.
Traits§
- Strategy
- Strategy trait for market-making agents.