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.

Problem

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Audience

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Market

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.

Pricing

The full read on this project is a sign-in away — what it solves, who it serves, and where it sits in the market.