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Akshat111111 / Hedging-of-Financial-Derivatives

This strategy works for every market condition irrespective of the movement
BSD 3-Clause "New" or "Revised" License
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💡[FEATURE]: Market Making and Liquidity Provision Using RL #507

Open ashis2004 opened 1 month ago

ashis2004 commented 1 month ago

Is your feature request related to a problem? Please describe. Develop an RL agent to act as a market maker, providing liquidity and optimizing bid-ask spreads in financial markets.

Describe the solution you'd like Steps: Environment Design: Create a simulation of market making with order book dynamics. State Representation: Include order book data, trade volumes, and market trends. Reward Function: Reward for maintaining liquidity, minimizing inventory risk, and earning spreads. Training the Model: Train the RL agent to manage bid-ask spreads and inventory effectively.

ashis2004 commented 1 month ago

pls @Akshat111111 assign it me

Akshat111111 commented 1 month ago

the work should be innovative