Market Making in Python
Stay ahead of inventory risks with this n8n workflow automation. It analyzes WooCommerce sales over the last 14 days, automatically tags fast-selling SKUs by risk level, and sends actionable Slack alerts for better inventory monitoring, stock planning, and eCommerce operations.
Avellaneda-Stoikov market making implemented faithfully, then stress-tested under adverse selection: four quoting strategies head-to-head against informed flow.
Python implementation of a stochastic-control market-making model with inventory risk, optimal bid/ask quotes, P&L simulations, sensitivity analysis and Coinbase BTC-USD calibration.
High-frequency market-making research system implementing the Avellaneda-Stoikov framework with dynamic spread adjustment based on real-time volatility and inventory risk. Features a low-latency core, kill switch, and real-time inventory/PnL visualization.
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