HomeAI & Machine LearningAI Market-Maker: Optimal Quoting Simulator

AI Market-Maker: Optimal Quoting Simulator

Interactive 3D simulation of an AI market-making agent using the Avellaneda-Stoikov optimal quoting model: watch it skew bid/ask prices around its inventory risk as the market moves, with live P&L, spread and fill-intensity readouts.

AI & Machine Learning3DAdvanced60 FPS📱 Mobile-adapted
financial-ai ↗ Open standalone

An automated market-making agent has to quote a buy price and a sell price for an asset it doesn't want to hold or short indefinitely, while a competitor's order flow can hit either side at any moment. This simulator renders that problem in 3D using the Avellaneda–Stoikov optimal market-making model: a scrolling price ribbon tracks the simulated mid price, a reservation-price marker shows how the agent's true center shifts away from the market whenever it is carrying inventory, and a fading depth ladder visualises how counterparty order flow thins out with distance from the mid under the current liquidity setting. Adjust risk aversion, order-flow decay and volatility to see the AI widen its spread, skew its quotes, and manage a live mark-to-market P&L exactly as a real electronic market-making desk would.

⚙ Under the hood

Watch an AI market-making agent quote bid and ask prices around a risk-adjusted reservation price, using the Avellaneda-Stoikov model to skew and widen its spread as inventory and volatility change.

market makingalgorithmic tradingreinforcement learningquantitative financeorder bookrisk management

3D · Three.js / WebGL renderer · 60 FPS target · runs fully client-side, no install

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