May 17, 2025
#market making
Building a Market Making Algorithm for Crypto Pairs Using the Avellaneda-Stoikov Model
A step-by-step guide to building a market making algorithm for USD+/wETH and USD+/cbbtc pairs using the Avellaneda-Stoikov model and PPO. Onchain trading features, inventory management, RL training.
#market making#cryptocurrency#Avellaneda-Stoikov
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