market-making-hft
CommunityAutomated market making for high-frequency trading.
Finance & Accounting#execution#inventory-management#market-making#hft#order-book#avellaneda-stoikov#latency-tracker
Authormahmoud20138
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This skill addresses the complexity of generating real-time market-making quotes, reducing manual effort and latency for trading desks.
Core Features & Use Cases
- Deterministic quote generation around mid-price using multiple models (Basic MM and Avellaneda-Stoikov) with inventory-aware sizing.
- Inventory management and PnL tracking (realized and unrealized) with basic risk controls.
- Depth and order-book analysis utilities (OFI, depth profiling, spoofing detection) and execution metrics (VWAP/TWAP).
Quick Start
Provide a live mid_price and, if available, current volatility and order-book imbalance to generate initial quotes using the market-making engine.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: market-making-hft Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#market-making-hft Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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