Damra

Aegis-LOB. Aegis-LOB: A high-performance hybrid HFT market-making framework. Features an O(1) C++ matching engine, Avellaneda-Stoikov pricing with LSTM alpha signals, and Kelly Criterion risk sizing.

deep-cointegration-arbitrage. A Reinforcement Learning (PPO) based Statistical Arbitrage bot for Pairs Trading. Utilizes Engle-Granger cointegration tests and custom Gymnasium environments to optimize for risk-adjusted returns (Sharpe Ratio).