Skip to content

Latest commit

 

History

History
4 lines (3 loc) · 377 Bytes

README.md

File metadata and controls

4 lines (3 loc) · 377 Bytes

Mercurial Mink

A Market Microstructure Simulator

A rough framework for simulating a limit order book and different types of traders. Intent is to be able to plug-in adversarial deep learning strategies to see if market making strategies emerge. Then to adjust the parameters of the noise trader to see how market making strategies adapt to changing marketplace dynamics.