Useful links:
- data collection: https://github.com/nkaz001/collect-binancefutures
- backtest engine: https://hftbacktest.readthedocs.io/en/latest/
- baseline models: https://github.com/fedecaccia/avellaneda-stoikov/tree/master
-
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Factor Based Automated Market Makers with Deep Reinforcement Learning for Cryptocurrencies
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