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market-making

Implement an Avellaneda-Stoikov market-making strategy with inventory skew and risk controls.

10|2|Updated Mar 14, 2026
Search Tags:#latency#risk-management#inventory-management#market-making#order-book#quant-strategy#Avellaneda-Stoikov
One-click install
npx skills add https://github.com/brainbytes-dev/everything-claude-trading --skill market-making-brainbytes-dev
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: market-making
Source: https://github.com/brainbytes-dev/everything-claude-trading/tree/main/skills/strategies/market-making
Command: npx skills add https://github.com/brainbytes-dev/everything-claude-trading --skill market-making-brainbytes-dev

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Market making strategies — bid-ask management, inventory risk, Avellaneda-Stoikov framework. Use for market-making strategy design.

Core Features & Use Cases

  • Avellaneda-Stoikov quoting optimization with inventory skew
  • Real-time spread management and risk controls
  • End-to-end framework from theory to deployment, including hedging and risk limits

Quick Start

Initialize an Avellaneda-Stoikov market-making workflow and deploy adaptive quotes with inventory controls in your trading system.

Frequently Asked Questions about market-making

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I implement an Avellaneda-Stoikov market-making strategy with inventory skew?▼

To implement an Avellaneda-Stoikov market-making strategy, you need model-based reservation pricing that adjusts bid-ask quotes based on current inventory levels and dynamic spread controls to manage risk.

What is the best way to manage inventory risk in real-time market making?▼

The best way to manage inventory risk in real-time market making is by applying inventory skew to your quotes and setting explicit risk limits to prevent overexposure during adverse price movements.

Can I use this market-making strategy for crypto and futures markets?▼

Yes, this market-making strategy is applicable to crypto, equities, futures, and other liquid markets, addressing real-time quoting and hedging logic across various asset classes.

How do you handle adverse selection in quantitative market-making strategies?▼

Adverse selection is handled by implementing specific risk controls and dynamic spread adjustments that widen quotes when unfavorable execution probability increases, protecting against informed traders.

What latency considerations are needed for real-time order book quoting?▼

Real-time order book quoting requires optimizing latency for quote updates and hedging actions, ensuring that dynamic spreads and reservation prices react fast enough to changing market conditions.

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