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Add AvellanedaStoikovStrategy & MicropriceAvellanedaStoikovStrategy strategies - #2

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mrk-andreev merged 1 commit into
mainfrom
dev-20260429
May 1, 2026
Merged

mrk-andreev merged 1 commit into
mainfrom
dev-20260429

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@mrk-andreev

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Other changes:

  • CI
  • Formatter
  • Visualization
  • Detailed P&L
  • Strategies report
  • Refactor args

Next steps:

  • Train/Val/Test aware hyperparameter optimisation
  • Train/Val/Test aware strategy volume optimisation
  • More risk metrics
  • Latency aware simulation

@mrk-andreev
mrk-andreev merged commit beda18a into main May 1, 2026
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@mrk-andreev
mrk-andreev deleted the dev-20260429 branch May 1, 2026 12:53
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