testing multiple algorithms in different environment
Things in main.rs file : - Added LineWorld struct to define the grid-like environment. - Implemented methods for agent movement, scoring, and state management. - Developed MonteCarloAgent struct with epsilon-greedy policy and Q-value updates. - Included example usage to demonstrate functionality.
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LineWorld is a simple grid-like environment where an agent can move left or right along a line of cells. The objective of the game is to navigate the agent from the starting position toward one of the terminal states while maximizing the score.
Market Making Algorithms
Quote Streaming - Continuously providing bid-ask quotes to capture spreads Inventory Management - Dynamically adjusting positions to manage risk exposure Adaptive Spread Control - Algorithms that adjust bid-ask spreads based on volatility and market conditions
Statistical Arbitrage
Pairs Trading - Exploiting temporary price divergences between correlated securities Mean Reversion - Trading on the assumption that prices will revert to historical averages Factor Models - Multi-asset statistical models that identify temporary mispricings
Latency Optimization
FPGA-Based Execution - Hardware-accelerated algorithms that minimize execution latency Co-Location Optimization - Algorithms designed to take advantage of server proximity to exchanges Smart Order Routing - Optimizing order execution across multiple venues to minimize latency and impact
Microstructure-Based Strategies
Order Book Imbalance - Trading based on supply/demand imbalances in the limit order book Momentum Ignition - Detecting and following short-term price movements Liquidity Detection - Algorithms that identify hidden liquidity or large orders being worked
Signal Processing
Machine Learning Classifiers - Predictive algorithms for price movements Real-time Pattern Recognition - Identifying technical patterns as they form News/Data Sentiment Analysis - Algorithms that process news feeds and alternative data in microseconds
Risk Management Circuit Breakers - Automatic trading halts when predefined risk thresholds are exceeded Position Unwinding - Algorithms to efficiently exit positions in adverse conditions Exposure Balancing - Real-time portfolio optimization to maintain target risk levels
Circuit Breakers - Automatic trading halts when predefined risk thresholds are exceeded Position Unwinding - Algorithms to efficiently exit positions in adverse conditions Exposure Balancing - Real-time portfolio optimization to maintain target risk levels